Information theory and superefficiency

DOI10.1214/aos/1024691358zbMath0932.62005OpenAlexW2006833219MaRDI QIDQ1807151

Andrew R. Barron, Nicolas W. Hengartner

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691358

zbMATH Keywords

data compressionsuperefficiencyKullback-Leibler loss

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Bounds on codes (94B65) Statistical aspects of information-theoretic topics (62B10) Source coding (94A29)

Related Items (2)

Superefficiency from the vantage point of computability ⋮ Information-theoretic determination of minimax rates of convergence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayes theory
• Stochastic complexity and modeling
• Asymptotic methods in statistical decision theory
• The maximum likelihood prior
• Superefficiency in nonparametric function estimation
• On estimating a density using Hellinger distance and some other strange facts
• Universal coding, information, prediction, and estimation
• Minimum complexity density estimation
• A strong version of the redundancy-capacity theorem of universal coding
• Rates of Convergence of Estimates and Test Statistics
• On Fisher's Bound for Asymptotic Variances
• On Information and Sufficiency
• An invariant form for the prior probability in estimation problems

This page was built for publication: Information theory and superefficiency