Multivariate Cramér-Rao inequality for prediction and efficient predictors
From MaRDI portal
Publication:631548
DOI10.1016/J.SPL.2010.12.007zbMath1207.62124OpenAlexW2085000587MaRDI QIDQ631548
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
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- On the attainment of the Cramér-Rao bound in \({\mathbb{L}}_ r\)- differentiable families of distributions
- Selection of the best population in models with nuisance parameters.
- On prediction and mean squared error
- Rao–Cramer Type Inequalities for Mean Squared Error of Prediction
- Inference and Prediction in Large Dimensions
- A generalized bivariate exponential distribution
This page was built for publication: Multivariate Cramér-Rao inequality for prediction and efficient predictors