Rényi information, loglikelihood and an intrinsic distribution measure
From MaRDI portal
Publication:5931387
DOI10.1016/S0378-3758(00)00169-5zbMath0997.62003WikidataQ56456746 ScholiaQ56456746MaRDI QIDQ5931387
Publication date: 14 November 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
spectrumheavy tailsintrinsic shape measurekurtosisloglikelihood momentsmultivariate tRenyi informationtrigama function
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)
Related Items (57)
SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Renyi's entropy for residual lifetime distribution ⋮ THE BETA EXPONENTIAL PARETO DISTRIBUTION ⋮ Ordering and selecting extreme populations by means of entropies and divergences ⋮ A new lifetime model with decreasing failure rate ⋮ A Necessary Power Divergence Type Family Tests of Multivariate Normality ⋮ A bivariate distribution with gamma and beta marginals with application to drought data ⋮ Rényi information measure for a used item ⋮ Transmuted Erlang-truncated exponential distribution ⋮ Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis ⋮ The McDonald inverted beta distribution ⋮ Limit theory for point processes in manifolds ⋮ Varentropy of order statistics and some stochastic comparisons ⋮ The exponentiated Kumaraswamy distribution and its log-transform ⋮ Results on residual Rényi entropy of order statistics and record values ⋮ Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ The exponentiated generalized inverse Gaussian distribution ⋮ The exponentiated exponential distribution: a survey ⋮ Multivariate measures of skewness for the skew-normal distribution ⋮ A NEW GENERALIZED VARENTROPY AND ITS PROPERTIES ⋮ On the Marshall-Olkin extended Weibull distribution ⋮ Unnamed Item ⋮ Pareto Poisson–Lindley distribution with applications ⋮ Formulas for Rényi information and related measures for univariate distributions. ⋮ Rényi's residual entropy: a quantile approach ⋮ Entropy and effective support size ⋮ Making the Cauchy work ⋮ A new method for generating families of continuous distributions ⋮ Lindley distribution and its application ⋮ SOME NEW RESULTS ON RÉNYI ENTROPY OF RESIDUAL LIFE AND INACTIVITY TIME ⋮ The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation ⋮ On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables ⋮ A quantile-based generalized dynamic cumulative measure of entropy ⋮ A class of Rényi information estimators for multidimensional densities ⋮ The exponentiated Gumbel type-2 distribution: properties and application ⋮ Rényi Entropy of k-Records ⋮ General results for the Marshall and Olkin's family of distributions ⋮ On Mardia's and Song's measures of kurtosis in elliptical distributions ⋮ Expressions for Rényi and Shannon entropies for multivariate distributions ⋮ Mathematical properties of the multivariate \(t\) distribution ⋮ Marshall-Olkin generalized Erlang-truncated exponential distribution: Properties and applications ⋮ A New Weibull-Pareto Distribution ⋮ The largest SNR distribution ⋮ On Rényi information for ergodic diffusion processes ⋮ A generalized normal distribution ⋮ On multivariate skewness and kurtosis ⋮ On the Marshall–Olkin extended distributions ⋮ Closed form expressions for moments of the beta Weibull distribution ⋮ On some entropy functionals derived from Rényi information divergence ⋮ Characterizations based on Rényi entropy of order statistics and record values ⋮ On the asymptotic normality of test statistics using Song's kurtosis ⋮ The Marshall-Olkin family of distributions: mathematical properties and new models ⋮ THE MAXIMUM FAILURE TIME DISTRIBUTION ⋮ An extended Lomax distribution ⋮ A new distance based measure of asymmetry ⋮ On the skew uniform distribution
Cites Work
- A law of the logarithm for kernel density estimators
- Descriptive statistics for nonparametric models. I: Introduction
- Some new statistics for testing hypotheses in parametric models
- Global statistical information in exponential experiments and selection of exponential models
- On the dimension and entropy of probability distributions
- f-entropies, probability of error, and feature selection
- Measures of multivariate skewness and kurtosis with applications
- Nonparametric Roughness Penalties for Probability Densities
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Rényi information, loglikelihood and an intrinsic distribution measure
