A lower bound for the bayes risk in the sequential case

DOI10.1080/03610929908832330MaRDI QIDQ4240731zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

loss functionCramer-Rao type inequality

Mathematics Subject Classification ID

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

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Cites work

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