Two New Families of Local Asymptotically Minimax Lower Bounds in Parameter Estimation

We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate and the true underlying parameter value (i.e., the estimation...

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Bibliographic Details
Main Author: Neri Merhav
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/26/11/944
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