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Problemy Peredachi Informatsii, 1973, Volume 9, Issue 3, Pages 53–67
(Mi ppi908)
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Methods of Signal Processing
Information-Theoretic Inequalities and Superefficient Estimates
I. A. Ibragimov, R. Z. Khas'minskii
Abstract:
It is proved that superefficient estimates for a matrix loss function do not exist in the class of estimates uniformly at least asymptotically efficient. An analogous result is established for sequential estimates. Integral asymptotic bounds for the estimation risks are also obtained for a large class of loss functions and a priori distribution functions.
Received: 10.04.1972
Citation:
I. A. Ibragimov, R. Z. Khas'minskii, “Information-Theoretic Inequalities and Superefficient Estimates”, Probl. Peredachi Inf., 9:3 (1973), 53–67; Problems Inform. Transmission, 9:3 (1973), 216–227
Linking options:
https://www.mathnet.ru/eng/ppi908 https://www.mathnet.ru/eng/ppi/v9/i3/p53
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Statistics & downloads: |
Abstract page: | 323 | Full-text PDF : | 128 | First page: | 2 |
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