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math.ST2023
On Parametric Misspecified Bayesian Cramér-Rao bound: An application to linear Gaussian systems
Shuo Tang, Gerald LaMountain, Tales Imbiriba +1
A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds whic…
math.ST2015★ 4 cited
Mean Square Error bounds for parameter estimation under model misspecification
Adrià Gusi-Amigó, Pau Closas, Luc Vandendorpe
In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usual…