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On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter setстатья
- Авторы: Abu-Shanab R., Veretennikov A.Yu
- Журнал: Teor. Imovir. Mat. Stat
- Том: 90
- Год издания: 2014
- Первая страница: 1
- Последняя страница: 12
- Аннотация: Integral analogues of Cramer–Rao’s inequalities for Bayesian parameter estimators proposed initially by Schutzenberger (1958) and later by van Trees (1968) were further developed by Borovkov and Sakhanenko (1980). In the paper, new asymptotic versions of such inequalities are es- tablished under ultimately relaxed regularity assumptions and under a locally uniform non-vanishing of the prior density and with R 1 as a parameter set. Optimality of Borovkov–Sakhanenko’s asymptotic lower bound functional is established.
- Добавил в систему: Веретенников Александр Юрьевич