Cramér-Rao type integral inequalities for general loss functions

DOI10.1007/BF02595826MaRDI QIDQ5952297zbMATHOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 13 January 2003

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595826

zbMATH Keywords

minimax riskBayes risklower boundposterior momentsCramer-Rao type integral inequalityHajek-LeCam lower boundlocally asymptotic minimax error

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

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• A generalization of the Cramér-Rao inequality
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• Cramér--Rao bounds for posterior variances
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• Some classes of global Cramér-Rao bounds

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