Efficiency and Cramer-Rao type inequalities for convex loss functions

DOI10.1016/0047-259X(77)90034-3zbMath0368.62021MaRDI QIDQ1242621

Andrzej S. Kozek

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Spaces of vector- and operator-valued functions (46E40)

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Cites Work

• Intégrales convexes et probabilités
• Necessary and sufficient conditions for inequalities of Cramer-Rao type
• Inequalities of the type of Chebyshev and Cramer-Rao and mathematical programming
• Integrals which are convex functionals. II
• CONVEX INTEGRAL FUNCTIONALS AND THE THEORY OF LIFTING
• A Generalization of the Rao–Cramer Inequality
• The Radon-Nikodym Theorem for the Bochner Integral
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