A lower bound for the bayes risk in the sequential case

DOI10.1080/03610929908832330zbMATH Open0951.62070OpenAlexW1983139602MaRDI QIDQ4240731FDOQ4240731

Authors: Ken-Ichi Koike 

Publication date: 27 December 2000

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

Full work available at URL: https://doi.org/10.1080/03610929908832330

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zbMATH Keywords

loss functionCramer-Rao type inequality

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12)

Cites Work

• Information inequalities for the Bayes risk
• Bayesian sequential estimation
• An information inequality for the Bayes risk

Cited In (2)

• An Integral Bhattacharyya Type Bound for the Bayes Risk
• Asymptotic comparison of some Bayesian information bounds

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