Revisiting the Misspecified Cramér-Rao Bound
arxiv.org
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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.
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.