Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators

DOI10.1016/J.JSPI.2012.01.002zbMath1242.62026OpenAlexW2005899734MaRDI QIDQ434565

Qiang Wu

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.01.002

zbMATH Keywords

\(\mathcal P\)-bias\(\mathcal P\)-variancedistribution unbiaseddual KL riskKL biasKL meanKL riskKL variance

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Genetics and epigenetics (92D10)

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