General Fisher information matrices of a random vector

DOI10.1016/J.AAM.2017.03.002MaRDI QIDQ2360722zbMATH OpenOpenAlexFDO

Authors Songjun Lv

Publication date 4 July 2017

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aam.2017.03.002

zbMATH Keywords

characterizationFisher informationFisher information matrixFisher scoreRenyi entropy

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17)

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Cites work

• A Unified Approach to Cramér–Rao Inequalities
• Affine Fisher information inequalities
• Affine Moments of a Random Vector
• Another Proof that Convex Functions are Locally Lipschitz
• Covariance matrices and valuations
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• CramÉr–Rao and Moment-Entropy Inequalities for Renyi Entropy and Generalized Fisher Information
• Extensions of Fisher Information and Stam's Inequality
• Functional analysis. Introduction to further topics in analysis
• Generalized information for the \(\gamma\)-order normal distribution
• scientific article; zbMATH DE number 3052220 (Why is no real title available?)
• Invariant Fisher information
• Logarithmic Sobolev Inequalities for Information Measures
• Moment-Entropy Inequalities for a Random Vector
• Moment-entropy inequalities.
• On convergence of information contained in quantized observations
• Optimal Sobolev norms and the Lp Minkowski problem
• Some inequalities satisfied by the quantities of information of Fisher and Shannon

Cited in

(4)

• Two generalizations of Fisher's information matrix
• Relation between the covariance and Fisher information matrices
• scientific article; zbMATH DE number 5525469 (Why is no real title available?)
• Generating function for generalized Fisher information measure and its application to finite mixture models

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