A unified approach is presented for establishing a broad class of Cramer-Rao inequalities for the location parameter, including, as special cases, the original inequality of Cramer and Rao, as well as an L^p version recently established by the authors. The new approach allows for generalized moments and Fisher information measures to be defined by convex functions that are not necessarily homogeneous.

A unified approach to Cramér-Rao inequalities / Andrea Cianchi; Erwin Lutwak; Deane Yang; Gaoyong Zhang;. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - STAMPA. - 60:(2014), pp. 643-650.

A unified approach to Cramér-Rao inequalities

CIANCHI, ANDREA;
2014

Abstract

A unified approach is presented for establishing a broad class of Cramer-Rao inequalities for the location parameter, including, as special cases, the original inequality of Cramer and Rao, as well as an L^p version recently established by the authors. The new approach allows for generalized moments and Fisher information measures to be defined by convex functions that are not necessarily homogeneous.
2014
60
643
650
Andrea Cianchi; Erwin Lutwak; Deane Yang; Gaoyong Zhang;
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/891966
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