Ziv-Zakai-type error bounds for general statistical models
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I propose Ziv-Zakai-type lower bounds on the Bayesian error for estimating a parameter β:Θ→ℝ when the parameter space Θ is general and β(θ) need not be a linear function of θ.
READ FULL TEXTI propose Ziv-Zakai-type lower bounds on the Bayesian error for estimating a parameter β:Θ→ℝ when the parameter space Θ is general and β(θ) need not be a linear function of θ.
READ FULL TEXT