A CRAMER-RAO TYPE LOWER BOUND FOR ESTIMATORS WITH VALUES IN A MANIFOLD

被引：40

作者：

HENDRIKS, H

机构：

[1] Katholieke Universiteit Nijmegen, Nijmegen

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 38卷 / 02期

关键词：

CRAMER-RAO INEQUALITY; MINIMUM VARIANCE UNBIASED ESTIMATION; UNBIASED ESTIMATORS WITH VALUES IN A MANIFOLD; HESSIAN; FISHER INFORMATION; COVARIANCE; EFFICIENCY; WEINGARTEN MAP; EXPONENTIAL FAMILY OF PROBABILITY DISTRIBUTIONS; MEAN LOCATION; FISHER-VONMISES DISTRIBUTIONS; INTEGRAL MANIFOLD;

D O I：

10.1016/0047-259X(91)90044-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Cramér-Rao type lower bound for minimum loss unbiased estimators with values in a manifold is derived, and the corresponding notion of efficiency is investigated. A by-product is a generalisation of the concept of covariance of a multivariate statistic to one of a statistic with values in a manifold. © 1991.

引用

页码：245 / 261

页数：17