NONEXPONENTIAL APPLICATIONS OF A GLOBAL CRAMER-RAO INEQUALITY

Authors
GAJEK L KALUSZKA M
Citation
L. Gajek et M. Kaluszka, NONEXPONENTIAL APPLICATIONS OF A GLOBAL CRAMER-RAO INEQUALITY, Statistics, 26(2), 1995, pp. 111-122
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
26
Issue
2
Year of publication
1995
Pages
111 - 122
Database
ISI
SICI code
0233-1888(1995)26:2<111:NAOAGC>2.0.ZU;2-X
Abstract
The paper is concerned with an application of the information inequali ty for the Bayes risk (global Cramer-Rao inequality) to nonexponential estimation problems. A new methodology of proving minimaxity is prese nted by considering the example of estimating the scale or location pa rameter under one-sided truncation of the parameter space.