Higher order local unbiasedness with computer algebra

Abstract

Unbiased estimation methods that are in some way local on the parameter space have been initiated by Barankin (1948) and Fraser (1964). The later methods involving local unbiasedness are extended to higher (derivative or difference) order at a parameter value (θ) and provide a basis for a computer algebra implementation concerning the improvement of unbiased estimates.

Keywords:

• Unbiased estimation
• local unbiasedness
• minimum variance
• computer algebra
• approximate unbiasedness