An information inequality for the Bayes risk

DOI10.1214/AOS/1069362323zbMath0867.62014OpenAlexW2009970420MaRDI QIDQ1354561

Michikazu Sato, Masafumi Akahira

Publication date: 3 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362323

zbMATH Keywords

lower boundBayes riskminimax riskquadratic lossCramer-Rao inequalityinformation inequalitytruncated priors

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (5)

Asymptotic comparison of some Bayesian information bounds ⋮ Attainments of the Bayesian information bounds ⋮ Bhattacharyya-Type Information Inequality for the Bayes Risk ⋮ An Integral Bhattacharyya Type Bound for the Bayes Risk ⋮ A lower bound for the bayes risk in the sequential case

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