Cramér-Rao type integral inequalities for general loss functions

DOI10.1007/BF02595826zbMath1002.62009OpenAlexW1964618730MaRDI QIDQ5952297

B. L. S. Prakasa Rao

Publication date: 13 January 2003

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595826

zbMATH Keywords

lower boundBayes riskCramer-Rao type integral inequalityHajek-LeCam lower boundlocally asymptotic minimax errorminimax riskposterior moments

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (3)

Estimation of Entropy and Mutual Information ⋮ Cramér-Rao inequality revisited ⋮ Improved sequential Cramer-Rao type integral inequality

Cites Work

• Information inequalities for the Bayes risk
• Some classes of global Cramér-Rao bounds
• A generalization of the Cramér-Rao inequality
• Cramér--Rao bounds for posterior variances
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
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