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- W1506902912 abstract "We develop a uniform Cramer-Rao lower bound (UCRLB) on the total variance of any estimator of an unknown deterministic vector of parameters, with bias gradient matrix whose norm is bounded by a constant. We consider two different measures of norm, leading to two corresponding bounds. When the observations are related to the unknown vector through a linear Gaussian model, Tikhonov regularization and the shrunken estimator are shown to achieve the UCRLB. For more general models, we show that the penalized maximum likelihood estimator with a suitable penalizing function asymptotically achieves the UCRLB." @default.
- W1506902912 created "2016-06-24" @default.
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- W1506902912 date "2004-09-01" @default.
- W1506902912 modified "2023-10-11" @default.
- W1506902912 title "Vector uniform Cramer-Rao lower bound" @default.
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