On the time-dependent Fisher information of a density function

DOI10.1214/17-BJPS366MaRDI QIDQ1620932zbMATH OpenOpenAlexWikidataFDO

Authors Omid Kharazmi, M. Asadi

Publication date 15 November 2018

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1534492902

zbMATH Keywords

equilibrium distributionescort distributionsFisher information distancelikelihood ratio orderresidual random variablescore function

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

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Cites work

• Bayesian information in an experiment and the Fisher information distance
• Connections of generalized divergence measures with Fisher information matrix
• Fisher information and the central limit theorem
• Fisher information inequalities and the central limit theorem
• Fisher information of special functions and second-order differential equations
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Generalized Jensen difference divergence measures and Fisher measure of information
• scientific article; zbMATH DE number 2131215 (Why is no real title available?)
• scientific article; zbMATH DE number 3761098 (Why is no real title available?)
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• Legendre transform structure and extremal properties of the relative Fisher information
• Mathematical Statistics
• Measures of statistical dispersion based on Shannon and Fisher information concepts
• On minimum Fisher information distributions with restricted support and fixed variance
• On Two Forms of Fisher's Measure of Information
• Phase space gradient of dissipated work and information: A role of relative Fisher information
• Science from Fisher Information
• Statistics and Truth

Cited in

(17)

• Fisher information as a measure of time
• Cumulative past Fisher information measure and its extensions
• Fisher information framework for time series modeling
• A novel method to generating two-sided class of probability distributions
• Fisher information matrix of binary time series
• Clocks and Fisher information
• Jensen-information generating function and its connections to some well-known information measures
• Weighted Fisher informations, their derivation and use
• Jensen-Fisher information and Jensen-Shannon entropy measures based on complementary discrete distributions with an application to Conway's game of life
• Fisher information and its extensions based on infinite mixture density functions
• Jensen-variance distance measure: a unified framework for statistical and information measures
• Comparison between the two Haung-Kotz FGM types by Fisher information in order statistics and their concomitants
• Bayesian information measure using cumulative residual entropy
• Time-dependent residual Fisher information and distance for some special continuous distributions
• Fisher and Bayes-Fisher information measures for finite mixture distributions
• Sarmanov bivariate distribution: dependence structure -- Fisher information in order statistics and their concomitants
• The \(t\)-information and its use in multivariate problems and time-series analysis

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