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Simple general expression for Cramer-Rao bound in presence of nuisance parameters

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Dilaveroğlu, Erdoğan

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Wiley

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Özet

A simple expression for computing the Cramer-Rao bound for a subset of unknown parameters in a data model regarding the remaining set of parameters as nuisance is presented. The expression is valid whenever the Fisher information matrix for the whole set is nonsingular.

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Mathematical models, Cramer-Rao bound, Matrix algebra, Fisher information matrix, Mathematical transformations, Parameter estimation, Spurious signal noise, Vectors, Engineering, Linearization method

Alıntı

Dilaveroğlu, E. (2002). "Simple general expression for Cramer-Rao bound in presence of nuisance parameters". Electronics Letters, 38(25), 1750-1751.

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