%0 Journal Article
%T Generalization of Cram¨¦r-Rao and Bhattacharyya inequalities for the weighted covariance matrix
%A Kelbert
%A Mark
%A Mozgunov
%A Pavel
%J -
%D 2017
%X Sa£¿etak The paper considers a family of probability distributions depending on a parameter. The goal is to derive the generalized versions of Cram¨¦r-Rao and Bhattacharyya inequalities for the weighted covariance matrix and of the Kullback inequality for the weighted Kullback distance, which are important objects themselves [9, 23, 28]. The asymptotic forms of these inequalities for a particular family of probability distributions and for a particular class of continuous weight functions are given
%K weighted covariance matrix
%K weighted Fisher information
%K Cram¨¦r-Rao inequality
%K Bhattacharyya inequality
%K Kullback inequality
%U https://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=260484