Attainments of the Bayesian information bounds
Attainments of the Bayesian information bounds
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DOI：
10.1080/03610926.2019.1676445
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发表时间：
2019-10-16
影响因子：
0.8
通讯作者：
Koike, Ken-ichi
中科院分区：
文献类型：
--
作者：
Koike, Ken-ichi
必要和充分条件的成就的博罗夫科夫？当底层分布是指数族，先验是共轭的，估计量是参数的函数时，给出了Sakhanenko和货车树的信息界.此外，Jeffreys先验下的成就也被考虑。并给出了一些实例。
Necessary and sufficient conditions for the attainments of the Borovkov?Sakhanenko and the van Trees information bounds are given when the underlying distribution is an exponential family and the conjugate prior, and the estimand is a function of the parameter. Moreover, the attainments under the Jeffreys prior are also considered. Furthermore, some examples are given.