On a Lower Bound for Moments of Point Estimators

Hasminskii, R. Z.; Ibragimov, I. A.

Ann. Statist., Tome 3 (1975) no. 1, p. 228-233 / Harvested from Project Euclid

Résumé

We consider the problem of estimating an unknown parameter $\theta$ on the basis of independent identically distributed observations with a common density $f(x,\theta)$ and give some lower bounds for the accuracy of estimates of $\theta$ expressed in terms of the Hellinger distance $\rho(\theta; \theta') = \int_\mathscr{X} (f^{\frac{1}{2}}(x; \theta) - f^{\frac{1}{2}}(x; \theta'))^2 d\nu.$

Publié le : 1975-01-14
Classification:

@article{1176343012,
     author = {Hasminskii, R. Z. and Ibragimov, I. A.},
     title = {On a Lower Bound for Moments of Point Estimators},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 228-233},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343012}
}

Hasminskii, R. Z.; Ibragimov, I. A. On a Lower Bound for Moments of Point Estimators. Ann. Statist., Tome 3 (1975) no. 1, pp.  228-233. http://gdmltest.u-ga.fr/item/1176343012/