A generalized Cramér-Rao analogue for median-unbiased estimators

A generalized Cramér-Rao analogue for median-unbiased estimators having continuous joint density functions is given by defining a dispersion measure, joint diffusivity, analogous to the generalized variance in mean-unbiased estimation and extending the usual definition of median-unbiasedness to the multivariate case. The resulting inequality is valid for multivariate distributions with a vector parameter.