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dc.contributor.authorCorcuera Valverde, José Manuel-
dc.contributor.authorOller i Sala, Josep Maria-
dc.descriptionPreprint enviat per a la seva publicació en una revista cientí
dc.description.abstractIn this paper the global behaviour of an estimator is studied in framework of Intrinsic Analysis, (7). Two indices of performance of an estimator in a bounded region are analyzed: the average of the intrinsic risk (the loss function is the squared Rao distance) and the maximum risk. The Riemannian volume, provided by the Fisher metric on the manifold associated with the parametric model, allows us to take an average of the intrinsic risk. Cramér-Rao type integral inequalities for the integrated mean squared Rao distance of estimators are derived using variational methods, extending the work of éencov, [3]. Additionally, lower bounds for the maximum risk are also derived, by using integral
dc.format.extent23 p.-
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.6]-
dc.relation.ispartofseriesMathematics Preprint Series; 211ca
dc.rights(c) J. M. Corcuera et al., 1996-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationDistribució (Teoria de la probabilitat)-
dc.subject.classificationAnàlisi asimptòtica-
dc.subject.classificationGeometria diferencial-
dc.subject.classificationEstadística matemàtica-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleGlobal efficencyca
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

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