Constrained Cramér-Rao lower bound in errors-in variables (EIV) models: revisited. (English) Zbl 1463.62159
Summary: The Constrained Cramér-Rao Lower Bound (CCRB) works only for an unbiased estimator. The CCRB of P. Stoica and B. C. Ng [“On the Cramer-Rao bound under parametric constraints”, IEEE Signal Proc. Lett. 5, No. 7, 177–179 (1998; doi:10.1109/97.700921)] is revisited and generalized. The bound is applied to two applications in the nonlinear EIV models.
MSC:
| 62H12 | Estimation in multivariate analysis |
| 62J02 | General nonlinear regression |
| 65D10 | Numerical smoothing, curve fitting |
| 62R10 | Functional data analysis |
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