ACADSTAFF UGM
| Title | : | A Derivation of the Cramer-Rao Lower Bound of Euclidean Parameters under Equality Constraints via Score Function |
| Author | : |
Dr. Nanang Susyanto, S.Si., M.Sc., M.Act.Sc. (1) |
| Date | : | 0 2017 |
| Keyword | : | Constrained Parameters,CRLB,Efficient estimator Constrained Parameters,CRLB,Efficient estimator |
| Abstract | : | -We propose a simple derivation of the Cramer-Rao Lower Bound (CRLB) of parameters under equality constraints from the CRLB without constraints in regular parametric models. When a regular parametric model and an equality constraint of the parameter are given, a parametric submodel can be defined by restricting the parameter under that constraint. The tangent space of this submodel is then computed with the help of the implicit function theorem. Finally, the score function of the restricted parameter is obtained by projecting the ecient influence function of the unrestricted parameter on the appropriate inner product spaces |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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