Concentrated Cramer-Rao bound expressions

DOI10.1109/18.312159MaRDI QIDQ4308771zbMATH OpenOpenAlexFDO

Authors 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

almost sure limitsaverage differentiated concentrated log-likelihood functionCramer-Rao boundexpectationsexponential familylarge sample behavior of maximum likelihood estimatenormal distributionsnuisance parameters

Mathematics Subject Classification ID

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

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(6)

• Linearization method for finding Cramér-Rao bounds in signal processing
• Cramer-Rao bounds for the estimation of means in a clustering problem
• A compact Cramer-Rao bound expression for parametric estimation of superimposed signals
• A modified Cramér-Rao bound and its applications (Corresp.)
• Compact CramÉr–Rao Bound Expression for Independent Component Analysis
• scientific article; zbMATH DE number 1843510 (Why is no real title available?)

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