Loss of information of a statistic for a family of non-regular distributions

DOI10.1007/BF00054795zbMath0878.62004MaRDI QIDQ1817400

Masafumi Akahira

Publication date: 7 January 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

loss of informationnon-regular caseextreme statisticstruncated distributionsasymptotically ancillary statisticamount of Renyi type information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Related Items

Loss of information of a statistic for a family of non-regular distributions. II: More general case, Limiting behavior of relative Rényi entropy in a non-regular location shift family, Large deviation theory for non-regular location shift family, Chernoff distance for truncated distributions, Two Non-Regular Extensions of Large Deviation Bound, COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS

Cites Work

• Second order asymptotic sufficiency for a family of distributions with one-directionality
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Non-regular statistical estimation
• LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE
• On the Standard Asymptotic Confidence Ellipsoids of Wald
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
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