Loss of information of a statistic for a family of non-regular distributions. II: More general case

DOI10.1007/s10463-011-0347-4zbMath1253.62002OpenAlexW2157983904MaRDI QIDQ1925993

Hyo Gyeong Kim, Nao Ohyauchi, Masafumi Akahira

Publication date: 27 December 2012

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

Full work available at URL: https://doi.org/10.1007/s10463-011-0347-4

zbMATH Keywords

loss of informationnon-regular caseextreme statisticstruncated distributionsasymptotically ancillary statisticRényi measure

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Limiting behavior of relative Rényi entropy in a non-regular location shift family
• Asymptotic optimality of estimators in non-regular cases
• 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
• Mutual information, metric entropy and cumulative relative entropy risk
• Loss of information of a statistic for a family of non-regular distributions
• 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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