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Is Unbiasing Estimators Always Justified ? by Levy, Jean-Michel is a scholarly article available to read on EtoBox.

What is Is Unbiasing Estimators Always Justified ? about?

It is argued that systematically unbiassing estimators is not always justified and can be counter-productive. On the contrary, a general rule is given to build a (slightly) biased but consistent estimator which is always closer to the value being estimated than the unbiased estimator from which one has started.

Author

Levy, Jean-Michel

Published

2006

Language

EN