Simple general expression for Cramer-Rao bound in presence of nuisance parameters
Author :
E. Dilaveroglu
Author_Institution :
Dept. of Electron. Eng., Uludag Univ., Bursa, Turkey
Volume :
38
Issue :
25
fYear :
2002
Firstpage :
1750
Lastpage :
1751
Abstract :
A simple expression for computing the Cramer-Rao bound for a subset of unknown parameters in a data model regarding the remaining set of parameters as nuisance is presented. The expression is valid whenever the Fisher information matrix for the whole set is nonsingular.
