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Research Report SRR99-004
Cramer-Rao Type Integral Inequalities for General Loss Functions
B. L. S. Prakasa Rao
Abstract:
Cramer-Rao type integral inequalities where developed
for loss functions w(x) which are bounded below by
functions of
the type g(x) = c|x|l,
l > 1. As applications,
we obtain
lower bounds of Hajek-LeCam type for locally asymptotic minimax
error for such loss functions.
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