Concentrated Cramer-Rao bound expressions

DOI10.1109/18.312159zbMath0802.62028OpenAlexW2148910281MaRDI QIDQ4308771

Bertrand Hochwald, Arye Nehorai

Publication date: 10 October 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.312159

zbMATH Keywords

nuisance parametersexpectationsexponential familynormal distributionsalmost sure limitsCramer-Rao boundaverage differentiated concentrated log-likelihood functionlarge sample behavior of maximum likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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