Concentrated Cramér-Rao Bound Expressions

IEEE Transactions on Information Theory

Volumn 40, Issue 2, 1994, Pages 363-371

  Hochwald, Bertrand ^a   Nehorai, Arye ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Cram r Rao bound; exponential family; nuisance parameters

Indexed keywords

CALCULATIONS; COMPUTATIONAL COMPLEXITY; INVERSE PROBLEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PERFORMANCE; PROBABILITY; RANDOM PROCESSES; STATISTICAL METHODS; THEOREM PROVING; VECTORS;

CONCENTRATED LIKELIHOOD FUNCTION; COVARIANCE; CRAMER-RAO BOUND; EXPONENTIAL FAMILY; FISHER INFORMATION MATRIX; LOG LIKELIHOOD FUNCTION; MAXIMUM LIKELIHOOD ESTIMATION; NUISANCE PARAMETERS;

INFORMATION THEORY;

EID: 0028384363     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.312159     Document Type: Article

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