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

DOI10.1080/00031305.2021.1978544OpenAlexW3201159367MaRDI QIDQ5057006

Qiang Wu

Publication date: 14 December 2022

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

Full work available at URL: https://doi.org/10.1080/00031305.2021.1978544

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
• Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families
• The Mean Relative Entropy: An Invariant Measure of Estimation Error

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