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How accurately can one estimate a deterministic parameter subject to other unknown deterministic model parameters? The most popular answer to this question is given by the Cramer-Rao bound (CRB). The main assumption behind the derivation of the CRB is local unbiased estimation of all model parameters. The foundations of this work rely on doubting this assumption. Each parameter in its turn is treated as a single parameter of interest, while the other model parameters are treated as nuisance, as their mis-knowledge interferes with the estimation of the parameter of interest.
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