Comparison of Some Bounds in Estimation Theory
Sen, P. K. ; Ghosh, B. K.
Ann. Statist., Tome 4 (1976) no. 1, p. 755-765 / Harvested from Project Euclid
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Conditions are given for the attainment of the Hammersley-Chapman-Robbins bound for the variance of an unbiased estimator, in both regular and nonregular cases. Comparisons are made between this bound and the Bhattacharyya system of bounds for a wide class of distributions and parametric functions. Sufficient conditions are provided to determine when one bound is sharper than the other one.
Publié le : 1976-07-14
Classification:  Bhattacharyya bounds,  Cramer-Rao bound,  Hammersley-Chapman-Robbins bound,  exponential families,  nonregular families,  unbiased estima,  UMVU estimators,  62F10 
@article{1176343547,
     author = {Sen, P. K. and Ghosh, B. K.},
     title = {Comparison of Some Bounds in Estimation Theory},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 755-765},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343547}
}

Sen, P. K.; Ghosh, B. K. Comparison of Some Bounds in Estimation Theory. Ann. Statist., Tome 4 (1976) no. 1, pp.  755-765. http://gdmltest.u-ga.fr/item/1176343547/