On order relations between lower bounds on the MSE of unbiased estimators

Abstract

Recently, some general classes of non-Bayesian, Bayesian and Hybrid lower bounds on the mean square error (MSE) of estimators have been developed via projection of each entry of the vector of estimation error on some Hilbert subspaces of L2. In this paper, we utilize this framework for derivation of order relations between lower bounds on the MSE of unbiased estimators. We show that some existing and new order relations can be simply obtained by comparing the corresponding Hilbert subspaces on which each entry of the vector of estimation error is projected.