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A Cramér–Rao inequality for non-differentiable models

✍ Scribed by Thibault Espinasse; Paul Rochet


Book ID
119222952
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
159 KB
Volume
350
Category
Article
ISSN
1631-073X

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The present paper introduces a lower bound for the mean quadratic error of estimators of di erentiable statistical functionals. The result can be extended to bilinear covariance forms of vector-valued estimators. The lower bound leads to a concept of Fisher e ciency of estimators for functionals. Th