Exploring estimator bias-variance tradeoffs using the uniform CR bound

AO Hero, JA Fessler, M Usman - IEEE Transactions on Signal …, 2002 - ieeexplore.ieee.org
We introduce a plane, which we call the delta-sigma plane, that is indexed by the norm of
the estimator bias gradient and the variance of the estimator. The norm of the bias gradient
is related to the maximum variation in the estimator bias function over a neighborhood of
parameter space. Using a uniform Cramer-Rao (CR) bound on estimator variance, a delta-
sigma tradeoff curve is specified that defines an" unachievable region" of the delta-sigma
plane for a specified statistical model. In order to place an estimator on this plane for …

Exploring Estimator BiasVariance Tradeoffs Using the Uniform CR Bound

HL Van Trees, KL Bell - 2007 - ieeexplore.ieee.org
We introduce a plane, which we call the delta-sigma plane, that is indexed by tbe norm of
the estimator bias gradient and the variance of the estimator. The norm of the bias gradient
is related to the maximum variation in the estimator bias function over a neighborhood of
parameter space. Using a uniform Cramér-Rao (CR) bound on estimator variance, a delta-
sigma tradeoff curve is specified that defines an?> unachievable region?> of the delta-sigma
plane for a specifiedstatistical model. In order to place an estimator on this plane for …
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