In the present work, we show how the generalized Cramér-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on Rn, and to a wider context. As a particular case, we obtain a new multidimensional Cramér-Rao inequality which is saturated by generalized q-Gaussian distributions. We also give another related Cr...