Information inequalities for the Bayes risk for a family of non-regular distributions

DOI10.1023/A:1022415402699zbMATH Open1051.62025OpenAlexW1556730798MaRDI QIDQ1870352FDOQ1870352

Authors: Masafumi Akahira, Nao Ohyauchi 

Publication date: 11 May 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022415402699

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zbMATH Keywords

uniform distributiontruncated distributionsBayes estimatorBayes risklower boundLoss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Inequalities; stochastic orderings (60E15) Bayesian problems; characterization of Bayes procedures (62C10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (8)

• The Vincze Inequality for the Bayes Risk
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• COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS
• An Integral Bhattacharyya Type Bound for the Bayes Risk
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• Information inequalities in a family of uniform distributions
• The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
• Comparison of risks of estimators under the LINEX loss for a family of truncated distributions

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