Ziv-Zakai-type error bounds for general statistical models
Mankei Tsang·2023-06-15·via math.ST updates on arXiv.org
I propose Ziv-Zakai-type lower bounds on the Bayesian error for estimating a parameter $β:Θ\to \mathbb R$ when the parameter space $Θ$ is general and $β(θ)$ need not be a linear function of $θ$.