Abstract: An improved lower bound on the local mean-square error and upper and lower bounds on the bias which are tighter than previously known bounds are ...
Date of Publication: July 1977
ISSN Information: Print ISSN: 0018-9448 Electronic ISSN: 1557-9654
ISSN Information: Print ISSN: 0018-9448 Electronic ISSN: 1557-9654
the Bias of Parameter Estimators ... Obviously 01 3 A. Let the bias and local mean-square error ... The bounds presented in this correspondence are improved.
An improved lower bound on the local mean-square error and upper and lower bounds on the bias which are tighter than previously known bounds are derived.
An improved lower bound on the local mean-square error and upper and lower bounds on the bias which are tighter than previously known bounds are derived.
Abstract This paper considers the performance limits for joint detection and estimation from a finite set-valued observation that is stochastically related to ...
In this paper, a new class of lower bounds on the mean square error (MSE) of unbiased estimators of deterministic parameters is proposed. Derivation of the ...
Jul 5, 2022 · PDF | This paper deals with lower bound on the mean square error (MSE). In the Bayesian framework, we present a new bound which is derived ...
Definition: The mean square error (MSE) of an estimator ˆθ of a parameter θ is ... a small increase in bias can be traded for a larger decrease in variance, ...
Missing: local (Corresp.).
bound is identical to the MSE of the oracle estimator. Combined with the ... The problem of estimating a sparse unknown parameter vector.
Jun 29, 2020 · tion lower bounds for the popular ridge and Lasso estimators, ... practical improvements in mean-squared prediction error.