Prakasa Rao, B. L. S. (2001) Cramer-Rao type integral inequalities for general loss functions Test, 10 (1). pp. 105-120. ISSN 1133-0686
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Official URL: http://www.springerlink.com/content/8wh23107077215...
Related URL: http://dx.doi.org/10.1007/BF02595826
Abstract
Cramer-Rao type integral inequalities are developed for loss functions w(x) which are bounded below by functions of the type g(x) = c|x|l, l > 1. As applications, we obtain lower bounds of Hajek-LeCam type for locally asymptotic minimax error for such loss functions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Bayes Risk; Cramer-Rao Type Integral Inequality; Hajek-Lecam Lower Bound; Locally Asymptotic Minimax Error; Lower Bound |
| ID Code: | 37236 |
| Deposited On: | 26 Apr 2011 12:43 |
| Last Modified: | 26 Apr 2011 12:43 |
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