A unified approach is presented for establishing a broad class of Cramer-Rao inequalities for the location parameter, including, as special cases, the original inequality of Cramer and Rao, as well as an L^p version recently established by the authors. The new approach allows for generalized moments and Fisher information measures to be defined by convex functions that are not necessarily homogeneous.
A unified approach to Cramér-Rao inequalities / Andrea Cianchi; Erwin Lutwak; Deane Yang; Gaoyong Zhang;. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - STAMPA. - 60:(2014), pp. 643-650. [10.1109/TIT.2013.2284498]
A unified approach to Cramér-Rao inequalities
CIANCHI, ANDREA;
2014
Abstract
A unified approach is presented for establishing a broad class of Cramer-Rao inequalities for the location parameter, including, as special cases, the original inequality of Cramer and Rao, as well as an L^p version recently established by the authors. The new approach allows for generalized moments and Fisher information measures to be defined by convex functions that are not necessarily homogeneous.
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