Information inequalities for the Bayes risk
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Publication:756309
DOI10.1214/aos/1176347867zbMath0722.62003OpenAlexW2044054651MaRDI QIDQ756309
Lawrence D. Brown, Lestaw Gajek
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347867
accuracyCramér-Rao inequalitylower boundsexponential familyexamplesBayes riskinformation inequalityscaled quadratic loss
Inequalities; stochastic orderings (60E15) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)
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