Constrained Cramér–Rao Lower Bound in Errors-In Variables (EIV) models: Revisited

A. Al-Sharadqah and K.C. Ho

Statistics & Probability Letters, 2018, vol. 135, issue C, 118-126

Abstract: The Constrained Cramér–Rao Lower Bound (CCRB) works only for an unbiased estimator. The CCRB of Stoica and Ng (1998) is revisited and generalized. The bound is applied to two applications in the nonlinear EIV models.

Keywords: Constrained Cramér–Rao Lower Bound; Errors-In-Variables models; Functional model (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:135:y:2018:i:c:p:118-126

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DOI: 10.1016/j.spl.2017.10.009

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