Nonexponential Applications of a Global Cramèr-Rao Inequality

DOI10.1080/02331889508802472zbMATH Open0812.62026OpenAlexW1998751341MaRDI QIDQ4763480FDOQ4763480

Authors: L. Gajek, Marek Kaluszka 

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802472

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zbMATH Keywords

minimax riskBayes riskinformation inequalitylocation parameter familyscale parameter familyglobal Cramer-Rao inequalitynonexponential estimation problemsone-sided truncation

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space
• Information inequalities for the Bayes risk
• Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
• Formal Bayes Estimation with Application to a Random Effects Model
• A Lower Bound for the Risk in Estimating the Value of a Probability Density
• Some classes of global Cramér-Rao bounds
• On the minimax value in the scale model with truncated data
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• On the Convergence of Products of Independent Random Variables Taking on Values from an Arbitrary Finite Group

Cited In (11)

• Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
• A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
• On the Use of Extrinsic Probabilities in the Computation of Non-Bayesian Cramér–Rao Bounds for Coded Linearly Modulated Signals
• Decision-theoretic issues in heterogeneity variance estimation
• Bayes estimators of heterogeneity variance and \(T\)-systems
• Application of the Rao-Cramer inequality in problems of nonlinear estimation
• Influence of Censorship on the Minimax Risk of Decision Procedures
• A Cramér-Rao inequality for non-differentiable models
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Some classes of global Cramér-Rao bounds
• Title not available (Why is that?)

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