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Upper Bound Estimates of the Cramér Functionals for Markov Processes

✍ Scribed by Fuqing Gao; Qinghua Wang


Book ID
111539760
Publisher
Springer Netherlands
Year
2003
Tongue
English
Weight
129 KB
Volume
19
Category
Article
ISSN
0926-2601

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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