Cramér--Rao bounds for posterior variances

DOI10.1016/0167-7152(93)90164-EzbMath0773.62018OpenAlexW1974675113MaRDI QIDQ1801876

Malay Ghosh

Publication date: 28 October 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90164-e

zbMATH Keywords

nuisance parametersintegration by partsBhattacharyya type bounds for posterior variancesCramér-Rao type bounds for posterior varianceslower bounds for Bayes riskslower bounds of posterior risksmultiparameter generalization

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (4)

On foundation of statistical inference by C R Rao relating to information inequality ⋮ Improved sequential Cramer-Rao type integral inequality ⋮ Posterior variance for quadratic natural exponential families ⋮ Cramér-Rao type integral inequalities for general loss functions

Cites Work

• Unnamed Item
• Information inequalities for the Bayes risk
• An Extension of the Cramer-Rao Inequality
• Unbiasedness as the Dual of Being Bayes

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