On a Lower Bound for Moments of Point Estimators

Autor: Iskander Ibragimov, R. Z. Hasminskii
Rok vydání: 1975
Předmět:
Zdroj: Ann. Statist. 3, no. 1 (1975), 228-233
ISSN: 0090-5364
DOI: 10.1214/aos/1176343012
Popis: We consider the problem of estimating an unknown parameter $\theta$ on the basis of independent identically distributed observations with a common density $f(x,\theta)$ and give some lower bounds for the accuracy of estimates of $\theta$ expressed in terms of the Hellinger distance $\rho(\theta; \theta') = \int_\mathscr{X} (f^{\frac{1}{2}}(x; \theta) - f^{\frac{1}{2}}(x; \theta'))^2 d\nu.$
Databáze: OpenAIRE