Barankin bound

E621102

The Barankin bound is a fundamental lower bound in statistical estimation theory that generalizes and can be tighter than the Cramér–Rao bound for the variance of unbiased estimators, especially in non-regular or finite-sample settings.

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Barankin bound canonical 1

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Statements (41)

Predicate Object
instanceOf lower bound in estimation theory ⓘ
statistical bound ⓘ
appliesTo unbiased estimators ⓘ
canBe tighter than Cramér–Rao bound ⓘ
canHandle bounded parameter spaces ⓘ
discrete parameter spaces ⓘ
non-differentiable likelihood functions ⓘ
characterizes minimum achievable variance of unbiased estimators ⓘ
comparedTo Bhattacharyya bound ⓘ
Cramér–Rao bound ⓘ
Hammersley–Chapman–Robbins bound ⓘ
dependsOn family of probability distributions ⓘ
parameter point of interest ⓘ
set of alternative parameter values ⓘ
doesNotRequire regularity conditions of Cramér–Rao bound ⓘ
field mathematical statistics ⓘ
statistical estimation theory ⓘ
generalizes Cramér–Rao bound ⓘ
goal characterize fundamental limits of estimation accuracy ⓘ
hasFormulation optimization over finite sets of parameter points ⓘ
hasProperty can be approximated numerically ⓘ
can be difficult to compute exactly ⓘ
introducedIn 20th century ⓘ
namedAfter Eugene Barankin ⓘ
provides lower bound on covariance matrix of unbiased estimators ⓘ
performance benchmark for estimators ⓘ
relatedTo Fisher information ⓘ
information inequality ⓘ
minimum variance unbiased estimation ⓘ
typeOf local lower bound ⓘ
usedAs benchmark for estimator design ⓘ
tool for performance analysis in engineering systems ⓘ
usedIn array processing ⓘ
communications theory ⓘ
direction-of-arrival estimation ⓘ
finite-sample settings ⓘ
non-regular estimation problems ⓘ
parametric estimation ⓘ
signal processing ⓘ
validFor finite samples ⓘ
non-asymptotic analysis ⓘ

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Cramér–Rao bound → relatedConcept → Barankin bound ⓘ