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Rao-Cramér Type Integral Inequalities for Estimates of a Vector Parameter

1988; Society for Industrial and Applied Mathematics; Volume: 32; Issue: 3 Linguagem: Inglês

10.1137/1132062

1095-7219

Arkady Shemyakin,

Advanced Computational Techniques in Science and Engineering

Previous article Next article Rao-Cramér Type Integral Inequalities for Estimates of a Vector ParameterA. E. ShemyakinA. E. Shemyakinhttps://doi.org/10.1137/1132062PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. A. Ibragimov and , R. Z. Khas'minskii, Statistical estimation, Applications of Mathematics, Vol. 16, Springer-Verlag, New York, 1981vii+403, Asymptotic Theory 82g:62006 0467.62026 CrossrefGoogle Scholar[2] A. A. Borovkov, Mathematical Statistics, Nauka, Moscow, 1984, (In Russian.) 0575.62002 Google Scholar[3] S. I. Gusev, Asymptotic expansions associated with certain statistical estimates in the smooth case, II, Theory Probab. Appl., 21 (1976), 14–33 10.1137/1121002 0403.62020 LinkGoogle Scholar[4] M. V. Burnashev, Investigation of the properties of second-order of statistical estimates in a scheme of independent observations, Izv. Akad. Nauk SSSR Ser. Mat., 45 (1981), 509–539, 688 82m:62073 Google Scholar[5] M. V. Burnashev, Asymptotic expansions for the integral risk of statistical estimates of a location parameter in a scheme of independent observations, Dokl. Akad. Nauk SSSR, 247 (1979), 783–786, (In Russian.) 81m:62052 0425.62020 Google Scholar[6] A. A. Borovkov and , A. I. Sakhanenko, Estimates for averaged quadratic risk, Probab. Math. Statist., 1 (1980), 185–195 (1981), (In Russian.) 84a:62034 0507.62024 Google Scholar[7] Colin R. Blyth, On minimax statistical decision procedures and their admissibility, Ann. Math. Statistics, 22 (1951), 22–42 12,622f 0042.38303 CrossrefGoogle Scholar[8] Ch. Stein, Lectures on multivariate estimation theory, Zap. Naučn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI), 74 (1977), 4–65, 146, 148, (In Russian.) 58:18869 0421.62036 Google Scholar[9] N. N. Chentsov, On an estimate for the unknown mean of a multi-dimensional normal distribution, Theory Probab. Appl., 12 (1967), 560–575 10.1137/1112073 LinkGoogle Scholar[10] A. E. Shemyakin, Integral inequalities of Rao–Cramer type for estimates of a vector parameter, XIX School-Colloquium on probability theory and mathematical statistics, abstracts, GruzNIINTI, Tbilisi, 1985, 55–, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Improved Cramér–Rao Type Integral Inequalities or Bayesian Cramér–Rao Bounds27 December 2017 | Journal of the Indian Society for Probability and Statistics, Vol. 19, No. 1 Cross Ref Biased Constrained Hybrid Kalman Filter for Range-Based Indoor LocalizationIEEE Sensors Journal, Vol. 18, No. 4 Cross Ref On Information Inequalities in the Parametric EstimationA. E. Shemyakin28 July 2006 | Theory of Probability & Its Applications, Vol. 37, No. 1AbstractPDF (244 KB)On the efficiency of affine minimax rules in estimating a bounded multivariate normal meanCommunications in Statistics - Simulation and Computation, Vol. 22, No. 3 Cross Ref Volume 32, Issue 3| 1988Theory of Probability & Its Applications History Submitted:29 May 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132062Article page range:pp. 426-434ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics