Some results on a $χ$-divergence, an~extended~Fisher information and~generalized~Cramér-Rao inequalities

27 May 2013 Jean-François Bercher

We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information, an extension of the Fisher information matrix, and arbitrary norms and power of the estimation error... (read more)

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