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A generalization of the Cramér-Rao inequality

✍ Scribed by I. A. Ibragimov


Publisher
Springer US
Year
1999
Tongue
English
Weight
275 KB
Volume
93
Category
Article
ISSN
1573-8795

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✍ Arnold Janssen 📂 Article 📅 2003 🏛 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