On the time-dependent Fisher information of a density function

DOI10.1214/17-BJPS366zbMath1404.62008OpenAlexW2886141528WikidataQ129370828 ScholiaQ129370828MaRDI QIDQ1620932

Majid Asadi, Omid Kharazmi

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

likelihood ratio orderequilibrium distributionescort distributionsscore functionFisher information distanceresidual random variable

Mathematics Subject Classification ID

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

Related Items (5)

Jensen-information generating function and its connections to some well-known information measures ⋮ 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 ⋮ A novel method to generating two-sided class of probability distributions ⋮ Cumulative past Fisher information measure and its extensions

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