2 papers
cs.IT2023
Asymptotically Tight Bayesian Cramér-Rao Bound
Ori Aharon, Joseph Tabrikian
Performance bounds for parameter estimation play a crucial role in statistical signal processing theory and applications. Two widely recognized bounds are the Cramér-Rao bound (CRB…
cs.IT2018
Cramer-Rao Bound for Constrained Parameter Estimation Using Lehmann-Unbiasedness
Eyal Nitzan, Tirza Routtenberg, Joseph Tabrikian
The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness con…