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Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss - MaRDI portal

Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss (Q947252)

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scientific article; zbMATH DE number 5348341
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Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
scientific article; zbMATH DE number 5348341

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    Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss (English)
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    29 September 2008
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    Bayes estimator
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    conjugate prior
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    differential-geometric approach
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    harmonic function
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    James-Stein estimator
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    Laplace-Beltrami operator
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    Kullback-Leibler risk
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    second-order efficiency
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