On order relations between lower bounds on the MSE of unbiased estimators

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

Recently, some general classes of non-Bayesian, Bayesian and Hybrid lower bounds on the mean square error (MSE) of estimators have been developed via projection of each entry of the vector of estimation error on some Hilbert subspaces of L2. In this paper, we utilize this framework for derivation of order relations between lower bounds on the MSE of unbiased estimators. We show that some existing and new order relations can be simply obtained by comparing the corresponding Hilbert subspaces on which each entry of the vector of estimation error is projected.

Original languageEnglish
Title of host publication2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings
Pages1663-1667
Number of pages5
DOIs
StatePublished - 23 Aug 2010
Event2010 IEEE International Symposium on Information Theory, ISIT 2010 - Austin, TX, United States
Duration: 13 Jun 201018 Jun 2010

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8103

Conference

Conference2010 IEEE International Symposium on Information Theory, ISIT 2010
Country/TerritoryUnited States
CityAustin, TX
Period13/06/1018/06/10

Keywords

  • Mean-square-error bounds
  • Non-Bayesian estimation
  • Parameter estimation
  • Performance lower bounds
  • Uniformly unbiased estimators

Fingerprint

Dive into the research topics of 'On order relations between lower bounds on the MSE of unbiased estimators'. Together they form a unique fingerprint.

Cite this