Attainments of the Bayesian information bounds
Ken-ichi Koike · Communication in Statistics- Theory and Methods · 2019
Necessary and sufficient conditions for the attainments of the Borovkov–Sakhanenko and the van Trees information bounds are given when the underlying distribution is an exponential family and the conjugate prior, and the estimand is a function of the parameter. Moreover, the attainments under the Jeffreys prior are also considered. Furthermore, some examples are given.