Ziv-Zakai-type error bounds for general statistical models

2023/06/14 by Mankei Tsang, Tsang, Mankei
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #FOS: Electrical engineering #FOS: Mathematics #FOS: Physical sciences #Quantum Physics (quant-ph) #Risk and Portfolio Optimization #Signal Processing (eess.SP) #Statistical Methods and Inference #Statistics Theory (math.ST) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2306.08660

openalex publication_date 2023/06/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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

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