@inproceedings{dc8f6d89eb9b4877a9452bd02a26999e,
title = "On maximum likelihood estimation in the presence of vanishing information measure",
abstract = "We analyze the parameter estimation Mean Square Error when the Fisher Information Measure is zero at some points within the parameter space. At these points the Cram{\'e}r-Rao Lower Bound diverges and no unbiased estimator can achieve a finite Mean Square Error. Under mild regularity conditions the Maximum Likelihood Estimator is known to be asymptotically unbiased and therefore lower bounded by the Cram{\'e}r-Rao Lower Bound [1], It is therefore of interest to examine the Maximum Likelihood Estimator performance in the presence of vanishing Fisher Information Measure. We provide new theoretical and practical results. All results are corroborated by simulations.",
author = "Ori Landau and Weiss, {Anthony J.}",
year = "2006",
language = "אנגלית",
isbn = "142440469X",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
pages = "III680--III683",
booktitle = "2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings",
note = "null ; Conference date: 14-05-2006 Through 19-05-2006",
}