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


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  • Hendriks, Harrie
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    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.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 38 (1991)
    Issue (Month): 2 (August)
    Pages: 245-261

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    Handle: RePEc:eee:jmvana:v:38:y:1991:i:2:p:245-261

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    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;


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    Cited by:
    1. Hendriks, Harrie & Landsman, Zinoviy, 1996. "Asymptotic behavior of sample mean location for manifolds," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 169-178, February.


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