Revisiting the Misspecified Cramér-Rao Boundarxiv.org 1 pointhasley15 days ago1 commentSaveHideCopy link On HNComments−hasleyOP15dThe Misspecified Cramér-Rao Bound is a minimum bound for the estimation performance (mean-squared error) when the assumed model of the estimator is not the real model.
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The Misspecified Cramér-Rao Bound is a minimum bound for the estimation performance (mean-squared error) when the assumed model of the estimator is not the real model.