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Abstract

Cramer-Rao type integral inequalities are developed for loss functionsw(x) which are bounded below by functions of the typeg(x) =c|x| l ,l > 1. As applications, we obtain lower bounds of Hajek-LeCam type for locally asymptotic minimax error for such loss functions.

Key Words  Bayes risk - Cramer-Rao type integral inequality - Hajek-LeCam lower bound - locally asymptotic minimax error - lower bound

AMS subject classification  62G05

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