An Integral Bhattacharyya Type Bound for the Bayes Risk

DOI10.1080/03610920600854496zbMath1105.62031OpenAlexW2096515871MaRDI QIDQ3424236

Ken-Ichi Koike

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2241/113496

zbMATH Keywords

local minimax riskBayes riskCramér-Rao type boundBhattacharyya type boundBorovkov-Sakhanenko type bound

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

Asymptotic comparison of some Bayesian information bounds ⋮ Attainments of the Bayesian information bounds ⋮ Bhattacharyya-Type Information Inequality for the Bayes Risk

Cites Work

• Information inequalities for the Bayes risk
• An information inequality for the Bayes risk
• A lower bound for the bayes risk in the sequential case
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