Estimation of Fisher information using model selection
From MaRDI portal
Publication:604638
DOI10.1007/s00184-009-0246-3zbMath1200.62033OpenAlexW1991717279MaRDI QIDQ604638
Małgorzata Wojtyś, Jan Mielniczuk
Publication date: 12 November 2010
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0246-3
Fisher informationBayes information criterion (BIC)kernel estimator of a densitypost model selection estimationSheather-Jones bandwidth
Related Items (3)
\(p\)-value model selection criteria for exponential families of increasing dimension ⋮ Efficient Estimation of the PDF and the CDF of the Exponentiated Gumbel Distribution ⋮ Post-Model-Selection Method for Density Estimation
Cites Work
- Unnamed Item
- On the choice of a model to fit data from an exponential family
- Approximation of density functions by sequences of exponential families
- Adaptive maximum likelihood estimators of a location parameter
- Exponential inequalities for sums of random vectors
- Estimating the dimension of a model
- Asymptotic optimality of data-driven Neyman's tests for uniformity
- Intermediate approach to comparison of some goodness-of-fit tests
- Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
- A nearest neighbour-estimator for the score function
- Incorporating support constraints into nonparametric estimators of densities
- Data-Driven Version of Neyman's Smooth Test of Fit
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- On Existence of Maximum Likelihood Estimators in Exponential Families
This page was built for publication: Estimation of Fisher information using model selection
