Connections of generalized divergence measures with Fisher information matrix

DOI10.1016/0020-0255(93)90093-2zbMath0821.62005OpenAlexW2049791395MaRDI QIDQ1310926

Inder Jeet Taneja, Miguel Salicrú

Publication date: 24 September 1995

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(93)90093-2

zbMATH Keywords

Cramer-Rao inequalityFisher's information matrixmultiparameter caseparametric measures of informationunified \((r,s)\)-divergence measures

Mathematics Subject Classification ID

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

Related Items (8)

Discretization of \((h,\varphi)\)-divergences ⋮ On the time-dependent Fisher information of a density function ⋮ Generalized divergence measures: Information matrices, amount of information, asymptotic distribution, and its applications to test statistical hypotheses ⋮ Information and random censoring ⋮ A symmetric information divergence measure of the Csiszár's \(f\)-divergence class and its bounds ⋮ Generalized arithmetic and geometric mean divergence measure and their statistical aspects ⋮ Generalized arithmetic and geometric mean divergence measure and their statistical aspects ⋮ On Optimality in Auditory Information Processing

Cites Work

• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
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