On the Variance of Estimates
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Publication:5790732
DOI10.1214/AOMS/1177730088zbMATH Open0032.42003OpenAlexW2020865101WikidataQ107455462 ScholiaQ107455462MaRDI QIDQ5790732FDOQ5790732
Authors: G. R. Seth 
Publication date: 1949
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730088
Cited In (12)
- Efficient sequential estimation for exponential families of rank 1
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
- Theory of lower bounds for risk functions in estimation
- Optimality of unbiased predictors
- A view on Bhattacharyya bounds for inverse Gaussian distributions
- Extension of the inequality for the variance of an estimator by Bayesian process
- On the attainment of the cramer-rao bound in the sequential case
- Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
- A construction of the UMVU estimator for simple quadratic natural exponential families
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
- Multidimensional Bhattacharyya matrices and exponential families
- An extended Laha-Lukacs characterization result based on a regression property
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