Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence

DOI10.1080/03610926.2017.1380828OpenAlexW2754578274MaRDI QIDQ5154057

Yo Sheena

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08226

zbMATH Keywords

maximum likelihood estimatorRiemannian curvatureconnectionFisher information metricalpha divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions ⋮ Convergence of estimative density: criterion for model complexity and sample size ⋮ Estimation of a continuous distribution on the real line by discretization methods

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• A Study on Invariance of $f$-Divergence and Its Application to Speech Recognition
• $\alpha$-Divergence Is Unique, Belonging to Both $f$-Divergence and Bregman Divergence Classes
• Geometric Modeling in Probability and Statistics

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