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


Dilaveroglu E.

ELECTRONICS LETTERS, vol.38, no.25, pp.1750-1751, 2002 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume: 38 Issue: 25
  • Publication Date: 2002
  • Doi Number: 10.1049/el:20021132
  • Journal Name: ELECTRONICS LETTERS
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Page Numbers: pp.1750-1751

Abstract

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.