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July, 1976 Comparison of Some Bounds in Estimation Theory
P. K. Sen, B. K. Ghosh
Ann. Statist. 4(4): 755-765 (July, 1976). DOI: 10.1214/aos/1176343547

Abstract

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.

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P. K. Sen. B. K. Ghosh. "Comparison of Some Bounds in Estimation Theory." Ann. Statist. 4 (4) 755 - 765, July, 1976. https://doi.org/10.1214/aos/1176343547

Information

Published: July, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0341.62025
MathSciNet: MR415858
Digital Object Identifier: 10.1214/aos/1176343547

Subjects:
Primary: 62F10

Keywords: Bhattacharyya bounds , Cramer-Rao bound , exponential families , Hammersley-Chapman-Robbins bound , nonregular families , UMVU estimators , unbiased estima

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 4 • July, 1976
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