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Nonexponential Applications of a Global Cramèr-Rao Inequality

 

作者: Lesław Gajek,   Marek Kałuszka,  

 

期刊: Statistics  （Taylor Available online 1995）
卷期: Volume 26, issue 2  

页码: 111-122

 

ISSN:0233-1888

 

年代: 1995

 

DOI:10.1080/02331889508802472

 

出版商: Gordon & Breach Science Publishers

 

关键词: AMS 1991 subject classification;Primary 62F10;Information inequality (Cramèr–Rao inequality);Bayes risk;minimax risk, scale parameter family;location parameter family

 

数据来源: Taylor

 

摘要:

The paper is concerned with an application of the information inequality for the Bayes risk (global Cramèr-Rao inequality) to nonexponential estimation problems. A new methodology of proving minimaxity is presented by considering the example of estimating the scale or location parameter under one-sided truncation of the parameter space.

 

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