Lower Bounds on Exponential Moments of the Quadratic Error in Parameter Estimation


Considering the problem of risk–sensitive parameter estimation, we propose a fairly wide family of lower bounds on the exponential moments of the quadratic error, both in the Bayesian and the non–Bayesian regime. This family of bounds, which is based on a change of measures, offers considerable freedom in the choice of the reference measure, and our efforts… (More)


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