Bhattacharyya bound of variances of unbiased estimators in nonregular cases (Q1073490)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bhattacharyya bound of variances of unbiased estimators in nonregular cases |
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Bhattacharyya bound of variances of unbiased estimators in nonregular cases (English)
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1986
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Bhattacharyya bound is generalized to nonregular cases when the support of the density depends on the parameter, while it is differentiable several times with respect to the parameter within the support. Some example is discussed, where it is shown that the bound is sharp.
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Cramér-Rao bounds
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variances of unbiased estimators
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Bhattacharyya bound
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nonregular cases
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