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April, 1990 The Cramer-Rao Functional and Limiting Laws
Eduardo Mayer-Wolf
Ann. Probab. 18(2): 840-850 (April, 1990). DOI: 10.1214/aop/1176990861

Abstract

Some versions of the Fisher information matrix and the Cramer-Rao inequality are considered. We study properties of the Fisher matrix such as continuity and convexity and use the Cramer-Rao functional as a variational tool to prove convergence to Gaussian laws. These concepts are generalized to non-Gaussian limiting laws.

Citation

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Eduardo Mayer-Wolf. "The Cramer-Rao Functional and Limiting Laws." Ann. Probab. 18 (2) 840 - 850, April, 1990. https://doi.org/10.1214/aop/1176990861

Information

Published: April, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0705.60022
MathSciNet: MR1055436
Digital Object Identifier: 10.1214/aop/1176990861

Subjects:
Primary: 60F05
Secondary: 49B50

Keywords: convergence in variation , Cramer-Rao functional , Fisher matrix

Rights: Copyright © 1990 Institute of Mathematical Statistics

Vol.18 • No. 2 • April, 1990
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