A Cramér-Rao type lower bound for estimators with values in a manifold

Harrie Hendriks

Journal of Multivariate Analysis, 1991, vol. 38, issue 2, 245-261

Abstract: 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.

Keywords: 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-von; Mises; distributions; integral; manifold (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (3)

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