We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol, and transmits the symbol over orthogonal power-constrained fading channels to a fusion center (FC). The FC is tasked with fusing the received signals from sensors and estimating the unknown vector. We derive the Bayesian Fisher Information Matrix (FIM) for three types of receivers: (i) coherent receiver (ii) noncoherent receiver with known channel envelopes (iii) noncoherent receiver with known channel statistics only. We also derive the Weiss-Weinstein bound (WWB). We formulate two constrained optimization problems, namely maximizing trace and log-determinant of Bayesian FIM under network transmit power constraint, with sensors transmit powers being the optimization variables. We show that for coherent receiver, these problems are concave. However, for noncoherent receivers, they are not necessarily concave. The solution to the trace of Bayesian FIM maximization problem can be implemented in a distributed fashion. We numerically investigate how the FIM-max power allocation across sensors depends on the sensors observation qualities and physical layer parameters as well as the network transmit power constraint. Moreover, we evaluate the system performance in terms of MSE using the solutions of FIM-max schemes, and compare it with the solution obtained from minimizing the MSE of the LMMSE estimator (MSE-min scheme), and that of uniform power allocation. These comparisons illustrate that, although the WWB is tighter than the inverse of Bayesian FIM, it is still suitable to use FIM-max schemes, since the performance loss in terms of the MSE of the LMMSE estimator is not significant.