Location estimators and spread (Q799321)

Restricting himself to translation equivariant estimators of location the author shows that the distribution of any of these estimators is more spread than a special distribution closely related to the distribution of the derivative of the logarithm of the density according to which the observations are assumed to be distributed. The Rao-Cramér inequality then follows as a consequence. Also some minimax result similar to Hájek's one and efficiency of MLE in some nonregular cases earlier studied by \textit{M. Woodroofe} [ibid. 2, 474-488 (1974; Zbl 0283.62030)] are discussed as corollaries to the main result of the paper.