Abstract: | Given the function f and the vector-statistic tN which is a mean square consistent estimator of a parameter a, the problem is to estimate f(a). The criteria for the mean square consistency of the estimator f(tN) are considered. In the case where the estimator f(tN) is not mean square consistent, a class of estimators of f(a) is proposed, and it is proved that the estimators of the class are mean square consistent for all distribution of tN. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 44–55, Perm, 1990. |