论文信息 - NONEXPONENTIAL APPLICATIONS OF A GLOBAL CRAMER-RAO INEQUALITY

NONEXPONENTIAL APPLICATIONS OF A GLOBAL CRAMER-RAO INEQUALITY

The paper is concerned with an application of the information inequality for the Bayes risk (global Cramer-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.

Marek Kaluszka | Lesław Gajek | L. Gajek | M. Kaluszka

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