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Multivariate Cramér–Rao inequality for prediction and efficient predictors

✍ Scribed by Emmanuel Onzon

Book ID
108268729
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
257 KB
Volume
81
Category
Article
ISSN
0167-7152

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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