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Original Articles

Lower bounds on the bayes risk eor statistical prediction problems

Pages 693-703 | Received 01 Jan 1998, Published online: 27 Jun 2007

References

  • Brown , L. D. and Gajek , L. 1990 . Information inequality for the Bayes risk . Ann. Statist , 18 : 1578 – 1594 .
  • Bobrovsky , R. Z. , Mayer-Wolf , E. and Zakai , M. 1987 . Some classes of global Cramer-Rao inequalities . Ann. Statist , 15 : 1421 – 1438 .
  • Diaconis , P. and Yivisaker , D. 1979 . Conjugate priors for exponential families . Ann. Statist , 7 : 269 – 281 .
  • Miller , R. W. and Chang , C. B. 1978 . A modified Cramer-Rao bound and its applications . IEEE Trans. Inform. Theory, IT , 24 : 398 – 400 .
  • Takeuchi , K. 1975 . Statistical Prediction Theory , Tokyo : Baifukan .
  • Van Trees , H. 1968 . Detection, Estimation and Modulation Theory , New York : Wiley .

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