An information inequality for the Bayes risk
成果类型：
Article
署名作者：
Sato, M; Akahira, M
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
2288-2295
关键词：
摘要：
This paper presents a lower bound, derived from the information inequality for the Bayes risk with respect to truncated priors under quadratic loss. It is discussed in cases where the regularity condition of Brown and Gajek is not always satisfied. A related result for the minimax risk is also given.