Attainments of the Bayesian information bounds

Ken-ichi Koike

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 11, 2696-2709

Abstract: Necessary and sufficient conditions for the attainments of the Borovkov–Sakhanenko and the van Trees information bounds are given when the underlying distribution is an exponential family and the conjugate prior, and the estimand is a function of the parameter. Moreover, the attainments under the Jeffreys prior are also considered. Furthermore, some examples are given.

Date: 2021
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DOI: 10.1080/03610926.2019.1676445

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