Nonexponential Applications of a Global Cramèr-Rao Inequality
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Publication:4763480
DOI10.1080/02331889508802472zbMath0812.62026OpenAlexW1998751341MaRDI QIDQ4763480
Publication date: 10 April 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889508802472
Bayes riskminimax riskinformation inequalitylocation parameter familyscale parameter familyglobal Cramer-Rao inequalitynonexponential estimation problemsone-sided truncation
Related Items (5)
Decision-theoretic issues in heterogeneity variance estimation ⋮ Influence of Censorship on the Minimax Risk of Decision Procedures ⋮ Bayes estimators of heterogeneity variance and \(T\)-systems ⋮ Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution ⋮ On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
Cites Work
- Information inequalities for the Bayes risk
- Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space
- Some classes of global Cramér-Rao bounds
- On the minimax value in the scale model with truncated data
- Information inequality bounds on the minimax risk (with an application to nonparametric regression)
- Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
- On the Convergence of Products of Independent Random Variables Taking on Values from an Arbitrary Finite Group
- Formal Bayes Estimation with Application to a Random Effects Model
- A Lower Bound for the Risk in Estimating the Value of a Probability Density
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