An Information Inequality for the Bayes Risk Under Truncated Squared Error Loss
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Statistics Papers
Degree type
Discipline
Subject
Information inequality
cramer-rao inequality
truncated squared error efficiency
local asymptotic minimaxity
superefficiency
Statistics and Probability
cramer-rao inequality
truncated squared error efficiency
local asymptotic minimaxity
superefficiency
Statistics and Probability
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Author
Brown, Lawrence D
Contributor
Abstract
A bound is given for the Bayes risk of an estimator under truncated squared error loss. The bound derives from an information inequality for the risk under this loss. It is then used to provide new proofs for some classical results of asymptotic theory.
Advisor
Date of presentation
1993
Conference name
Statistics Papers
Conference dates
2023-05-17T15:29:49.000