Efficiency and Cramer-Rao type inequalities for convex loss functions
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Publication:1242621
DOI10.1016/0047-259X(77)90034-3zbMath0368.62021MaRDI QIDQ1242621
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62F10: Point estimation
62F99: Parametric inference
46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
46E40: Spaces of vector- and operator-valued functions
Cites Work
- Intégrales convexes et probabilités
- Necessary and sufficient conditions for inequalities of Cramer-Rao type
- Inequalities of the type of Chebyshev and Cramer-Rao and mathematical programming
- Integrals which are convex functionals. II
- CONVEX INTEGRAL FUNCTIONALS AND THE THEORY OF LIFTING
- A Generalization of the Rao–Cramer Inequality
- The Radon-Nikodym Theorem for the Bochner Integral
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