A note on conditionally unbiased estimation after selection

Abstract

We establish the equivalence of conditional unbiasedness and Lehmann's risk unbiasedness and a necessary and sufficient condition for the existence of such estimators. This condition brings out transparently the reason for the nonexistence of such estimators in most cases based on single stage sampling.Estimation after selection Unbiased and conditionally unbiased estimators Lehmann's risk unbiasedness Completeness property