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Bhattacharyya bound of variances of unbiased estimators in nonregular cases. (English) Zbl 0588.62040
Bhattacharyya bound is generalized to nonregular cases when the support of the density depends on the parameter, while it is differentiable several times with respect to the parameter within the support. Some example is discussed, where it is shown that the bound is sharp.

MSC:
62F10 Point estimation
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