An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix

DOI10.1109/TSP.2012.2208105zbMath1393.94658arXiv1107.1944MaRDI QIDQ4574082

Yen-Huan Li, Ping-Cheng Yeh

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1944

Mathematics Subject Classification ID

Point estimation (62F10) Theory of matrix inversion and generalized inverses (15A09) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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