Some Classes of Global Cramer-Rao Bounds
Bobrovsky, B. Z. ; Mayer-Wolf, E. ; Zakai, M.
Ann. Statist., Tome 15 (1987) no. 1, p. 1421-1438 / Harvested from Project Euclid
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This paper considers Cramer-Rao type bounds for the estimation error of a parameter in a Bayesian setup. This class of bounds, introduced by Van Trees, proved useful in various stochastic communications and control problems. Two issues are considered in this paper. The first deals with a comparison of the tightness of several different versions of the bound in the multivariate case. The second introduces several useful generalizations of the original version of the bound.
Publié le : 1987-12-14
Classification:  Cramer-Rao inequality,  Bayesian estimation,  62F15,  93E11 
@article{1176350602,
     author = {Bobrovsky, B. Z. and Mayer-Wolf, E. and Zakai, M.},
     title = {Some Classes of Global Cramer-Rao Bounds},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 1421-1438},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350602}
}

Bobrovsky, B. Z.; Mayer-Wolf, E.; Zakai, M. Some Classes of Global Cramer-Rao Bounds. Ann. Statist., Tome 15 (1987) no. 1, pp.  1421-1438. http://gdmltest.u-ga.fr/item/1176350602/