Ontology type: schema:ScholarlyArticle
1994-09
AUTHORSVasant P. Bhapkar, Cidambi Srinivasan
ABSTRACTThe existence of a generalized Fisher information matrix for a vector parameter of interest is established for the case where nuisance parameters are present under general conditions. A matrix inequality is established for the information in an estimating function for the vector parameter of interest. It is shown that this inequality leads to a sharper lower bound for the variance matrix of unbiased estimators, for any set of functionally independent functions of parameters of interest, than the lower bound provided by the Cramér-Rao inequality in terms of the full parameter. More... »
PAGES593-604
http://scigraph.springernature.com/pub.10.1007/bf00773520
DOIhttp://dx.doi.org/10.1007/bf00773520
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