A derivation of the Cramer-Rao lower bound of euclidean parameters under equality constraints via score function

DOI10.1063/1.5016647zbMath1471.62292OpenAlexW2771481363MaRDI QIDQ3382058

Nanang Susyanto

Publication date: 20 September 2021

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5016647

Mathematics Subject Classification ID

Parametric inference under constraints (62F30)

Cites Work

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• Semiparametrically efficient estimation of constrained Euclidean parameters
• A simple derivation of the constrained multiple parameter Cramer-Rao bound
• Lower bounds for parametric estimation with constraints

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