| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152461 | Statistics & Probability Letters | 2011 | 9 Pages |
Abstract
We derive and discuss a matricial Cramér-Rao type inequality for the quadratic prediction error matrix. A study of the attainment of the bound follows. Then we introduce an unbiased predictor for a bivariate Poisson process and prove that it is efficient, i.e. its quadratic error attains the Cramér-Rao bound.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Emmanuel Onzon,