A generalization of the Cramer--Rao inequality
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 154-161
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The classical Cramer–Rao inequality is proved for a wider class of loss functions. Bibl. 4 titles.
@article{ZNSL_1996_228_a12,
author = {I. A. Ibragimov},
title = {A generalization of the {Cramer--Rao} inequality},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {154--161},
publisher = {mathdoc},
volume = {228},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a12/}
}
I. A. Ibragimov. A generalization of the Cramer--Rao inequality. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 154-161. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a12/