This paper presents a lower bound, derived from the information inequality for the Bayes risk with respect to truncated priors under quadratic loss. It is discussed in cases where the regularity condition of Brown and
Gajek is not always satisfied. A related result for the minimax risk is also given.
Publié le : 1996-10-14
Classification:
Information inequality,
Cramér-Rao inequality,
Bayes risk,
62F10,
62F15
@article{1069362323,
author = {Sato, Michikazu and Akahira, Masafumi},
title = {An information inequality for the Bayes risk},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 2288-2295},
language = {en},
url = {http://dml.mathdoc.fr/item/1069362323}
}
Sato, Michikazu; Akahira, Masafumi. An information inequality for the Bayes risk. Ann. Statist., Tome 24 (1996) no. 6, pp. 2288-2295. http://gdmltest.u-ga.fr/item/1069362323/