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arxiv: 1407.4182 · v1 · pith:5JO4FR3Nnew · submitted 2014-07-16 · 🧮 math.ST · stat.TH

Lower boundaries for parametric estimations in different norms

classification 🧮 math.ST stat.TH
keywords normconvergencedifferentestimatelowernormsrateregular
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We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is weaker that ordinary Hilbertian norm, that the rate of convergence of arbitrary regular unbiased estimate does not exceed $ 1/\sqrt{n}, $ and if the new norm is stronger that one, the rate of convergence of the well-known Maximal Likelihood Estimate (MLE) is also equal to $ 1/\sqrt{n}.

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