A nonparametric Cramér–Rao inequality fo
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Arnold Janssen
📂
Article
📅
2003
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Elsevier Science
🌐
English
⚖ 269 KB
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