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A tutorial on Fisher information (Q1680996)

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Language	Label	Description	Also known as
English	A tutorial on Fisher information	scientific article

Statements

scholarly article

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A tutorial on Fisher information (English)

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Maarten Marsman

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Josine Verhagen

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Raoul P. P. P. Grasman

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Eric‐Jan Wagenmakers

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Journal of Mathematical Psychology

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publication date

17 November 2017

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full work available at URL

https://arxiv.org/abs/1705.01064

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zbMATH Keywords

confidence intervals

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hypothesis testing

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Jeffreys's prior

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minimum description length

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model complexity

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model selection

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statistical modeling

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MaRDI profile type

MaRDI publication profile

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A new look at the statistical model identification

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The Statistical Education of Harold Jeffreys

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Criteria for Bayesian model choice with application to variable selection

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Statistical decision theory and Bayesian analysis. 2nd ed

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The semiparametric Bernstein-von Mises theorem

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Interval estimation for a binomial proportion. (With comments and a rejoinder).

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Model Selection and Multimodel Inference

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Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma

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J. B. S. Haldane's contribution to the Bayes factor hypothesis test

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Science from Fisher Information

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Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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Making correct statistical inferences using a wrong probability model

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Statistical tests for comparing possibly misspecified and nonnested models

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Approximate Bayesian inference in semiparametric copula models

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A tutorial on bridge sampling

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A characterization of limiting distributions of regular estimates

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Model selection by minimum description length: lower-bound sample sizes for the Fisher information approximation

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On the limiting distribution of a sequence of estimators with uniformity property

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An invariant form for the prior probability in estimation problems

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The geometry of asymptotic inference. With comments and a rejoinder by the author

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Vanishing Fisher information

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The flexibility of models of recognition memory: an analysis by the minimum-description length principle

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On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates

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Maximum Likelihood: An Introduction

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Fisher, Neyman, and the Creation of Classical Statistics

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Mixtures of <i>g</i> Priors for Bayesian Variable Selection

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An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys

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Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology

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Tutorial on maximum likelihood estimation

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Counting probability distributions: Differential geometry and model selection

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Special issue on model selection

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Model selection by normalized maximum likelihood

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Minimax theory for a class of nonlinear statistical inverse problems

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Fisher information and stochastic complexity

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Bernstein-von Mises theorem for linear functionals of the density

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The expected demise of the Bayes factor

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Harold Jeffreys's \textit{Theory of probability} revisited

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Estimating the dimension of a model

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Asymptotic Statistics

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Accumulative prediction error and the selection of time series models

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Statistical Decision Functions

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The Wald test and Crame/spl acute/r-Rao bound for misspecified models in electromagnetic source analysis

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Maximum Likelihood Estimation of Misspecified Models

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Asymptotics in statistics. Some basic concepts.

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Identifiers

zbMATH Open document ID

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10.1016/j.jmp.2017.05.006

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1680996

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