Bhattacharyya-type information inequality for the Bayes risk

DOI10.1080/03610926.2013.810265MaRDI QIDQ2807641zbMATH OpenOpenAlexFDO

Authors Shintaro Hashimoto, Ken-Ichi Koike

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.810265

zbMATH Keywords

Bayes riskBhattacharyya-type boundBrown-Gajek boundlocal minimax risk boundprediction risk boundCramér-Rao type bound

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• An Integral Bhattacharyya Type Bound for the Bayes Risk
• An information inequality for the Bayes risk
• Higher order asymptotics.
• Information inequalities for the Bayes risk
• Lower bounds on the bayes risk eor statistical prediction problems
• On UMVU estimators and Bhattacharya bounds in exponential distributions
• The convergence of Bhattacharyya bounds

Cited in

(13)

• The Vincze Inequality for the Bayes Risk
• Lower bounds for the bayes risk In estimating a mixing parameter
• Information inequalities for the Bayes risk of predictors
• Attainments of the Bayesian information bounds
• Minimax inequality for the prediction risk
• Increasing Risk and Increasing Informativeness: Equivalence Theorems
• Information inequalities for the Bayes risk
• On Bayes risk lower bounds
• A NOTE ON BAYES RISK WITH UTILITIES
• An Integral Bhattacharyya Type Bound for the Bayes Risk
• Asymptotic comparison of some Bayesian information bounds
• On the attainment of a lower bound for the bates risk in estimating a parametric function
• A Bayesian view of the Hammersley–Chapman–Robbins-type inequality

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