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Generalized method of Pao-Zhuan Yin-Yu

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  • Fu, James C.
  • Li, Lung-An

Abstract

The method of Pao-Zhuan Yin-Yu introduced by Fu and Li (1992) is a data-based computer intensive resampling technique which provides a numerical solution for the minimum variance unbiased estimator of one-dimensional parameter. In this paper, the method is generalized to cover multi-dimensional parameters and functions of the parameters. This method also provides a solution to cases with nuisance parameters. Numerical examples are given to illustrate the method.

Suggested Citation

  • Fu, James C. & Li, Lung-An, 1998. "Generalized method of Pao-Zhuan Yin-Yu," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 321-329, March.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:4:p:321-329
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