Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators (Q434565)

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scientific article; zbMATH DE number 6056777
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    Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
    scientific article; zbMATH DE number 6056777

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      Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators (English)
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      16 July 2012
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      KL risk
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      KL mean
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      KL variance
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      KL bias
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      \(\mathcal P\)-variance
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      \(\mathcal P\)-bias
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      distribution unbiased
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      dual KL risk
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