Jeffreys' prior is asymptotically least favorable under entropy risk (Q1333128)

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scientific article; zbMATH DE number 638280
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    Jeffreys' prior is asymptotically least favorable under entropy risk
    scientific article; zbMATH DE number 638280

      Statements

      Jeffreys' prior is asymptotically least favorable under entropy risk (English)
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      14 September 1995
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      Fisher information
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      data compression
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      least favorable priors
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      source coding
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      channel capacity
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      Jeffreys' prior
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      Shannon's mutual information
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      large sample decision theoretic properties
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      relative entropy
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      Kullback- Leibler distance
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      asymptotic expression
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      minimax risk
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      maximin risk
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      continuous positive priors
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      Bayes risk
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      reference prior
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      maximum entropy prior
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      probabilistic coding
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