A generalized Cramér-Rao analogue for median-unbiased estimators
✍ Scribed by N.K Sung
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 389 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0047-259X
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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
We have derived analytical expressions of the Cramer-Rao lower bounds on spectral parameters for singlet, doublet, and triplet peaks in noise. We considered exponential damping (Lorentzian lineshape) and white Gaussian noise. The expressions, valid if a sufficiently large number of samples is used,