Cramér-Rao revisited

DOI10.3150/bj/1116340294zbMath1063.62025OpenAlexW2169234356MaRDI QIDQ1781187

Andries J. Lenstra

Publication date: 23 June 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1116340294

zbMATH Keywords

unbiased estimationCramér-Rao inequalitynonparametric information boundstangential differentiation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data ⋮ A van Trees inequality for estimators on manifolds

Cites Work

• On the Cramer-Rao inequality
• A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
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