Multivariate Cramér-Rao inequality for prediction and efficient predictors
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Publication:631548
DOI10.1016/J.SPL.2010.12.007zbMATH Open1207.62124OpenAlexW2085000587MaRDI QIDQ631548FDOQ631548
Authors: Emmanuel Onzon 
Publication date: 14 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.007
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Cites Work
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- A generalized bivariate exponential distribution
- Inference and Prediction in Large Dimensions
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- Selection of the best population in models with nuisance parameters.
- On prediction and mean squared error
- Rao-Cramér type inequalities for mean squared error of prediction
- On the attainment of the Cramér-Rao bound in \({\mathbb{L}}_ r\)- differentiable families of distributions
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