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Biased Cramér-Rao lower bound calculations for inequality-constrained estimators

✍ Scribed by Matson, Charles L.; Haji, Alim


Book ID
115390697
Publisher
Optical Society of America
Year
2006
Tongue
English
Weight
156 KB
Volume
23
Category
Article
ISSN
1084-7529

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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