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Title: Global efficency
Author: Corcuera Valverde, José Manuel
Oller i Sala, Josep Maria
Keywords: Distribució (Teoria de la probabilitat)
Anàlisi asimptòtica
Geometria diferencial
Estadística matemàtica
Universitat de Barcelona. Institut de Matemàtica
Issue Date: 1996
Publisher: Universitat de Barcelona
Series/Report no: Mathematics Preprint Series; 211
Abstract: In 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 expressions.
Note: Preprint enviat per a la seva publicació en una revista científica.
Note: Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.6]
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

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