Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound
This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also given.
2018 ◽
Vol 38
(2)
◽
pp. 429-440
Keyword(s):
1999 ◽
Vol 28
(3-4)
◽
pp. 857-871
◽
1976 ◽
Vol 28
(1)
◽
pp. 385-387
◽
Keyword(s):