The Mean Relative Entropy: An Invariant Measure of Estimation Error

DOI10.1080/00031305.2018.1543139OpenAlexW2905183503WikidataQ128767840 ScholiaQ128767840MaRDI QIDQ5056956

Jin Zhang

Publication date: 14 December 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2018.1543139

zbMATH Keywords

parameter estimationmean squared errortransformationsufficiency principleinvariance property

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Letter to the Editor: Zhang, J. (2021), “The Mean Relative Entropy: An Invariant Measure of Estimation Error,” The American Statistician, 75, 117–123: comment by Vos and Wu

Cites Work

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• On Information and Sufficiency
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