Monotonicity of the Fisher information and the Kullback-Leibler divergence measure

DOI10.1016/0165-1765(93)90048-HzbMath0793.62069OpenAlexW2048551826MaRDI QIDQ1316981

Keunkwan Ryu

Publication date: 29 August 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90048-h

zbMATH Keywords

Fisher informationmonotonicity propertyKullback-Leibler divergence measurecell countspower of specification tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations

Cites Work

• On Information and Sufficiency
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