TY - JOUR
T1 - Improved Cramer-Rao Inequality for Randomly Censored Data
TT -
JF - JIRSS
JO - JIRSS
VL - 18
IS - 1
UR - http://jirss.irstat.ir/article-1-472-en.html
Y1 - 2017
SP - 0
EP - 0
KW - Cauchy-Schwarz inequality
KW - Cramer-Rao inequality
KW - Randomly censored data.
N2 - As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censored data.
M3
ER -