MLevit Bayesian Estimates: Van Trees Inequality and Its Applications

Faculty of Science
Spring 2006
Extent and Intensity
0/2. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: z (credit).
Teacher(s)
prof. Boris Levit (lecturer), prof. RNDr. Ivanka Horová, CSc. (deputy)
Mgr. Jiří Zelinka, Dr. (assistant)
Guaranteed by
prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: prof. RNDr. Ivanka Horová, CSc.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Van Trees inequality is a Bayesian version of the classical Cramer-Rao lower bound. It is an important tool in establishing optimality of various estimation procedures and it has diverse applications in numerous statistical problems. Different versions of the van Trees ineqaulity will be presented, together with some of its applications to the Decision Theory, Large Sample Optimality, Non- and Semiparametric Estimation , and in the Optimal Design Theory.
Literature
  • R.D.Gill and B.Y.Levit, Applications of the van Trees Inequality: a Bayesian Cramer-Rao Bound. Bernoulli, 1995, vol.1, No.1, 59-79.
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught only once.
The course is taught: in blocks.
Note related to how often the course is taught: 9.5., 16.5., 17.5., 18.5.
  • Enrolment Statistics (recent)
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