Minimizing Fisher information with absolute moment constraints

DOI10.1016/j.spl.2017.05.015zbMath1457.62038OpenAlexW2618639709MaRDI QIDQ1687207

Philip A. Ernst

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.015

zbMATH Keywords

Fisher informationabsolute momentsasymmetric moments

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On minimum Fisher information distributions with restricted support and fixed variance
• Minimum Fisher information of moment-constrained distributions with application to robust blind identification
• Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
• Characterization of normal and gamma distributions by properties of Fisher information amount
• On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem
• Fisher, Neyman, and the Creation of Classical Statistics
• Information Property of Exponential Families
• Robust Statistics

This page was built for publication: Minimizing Fisher information with absolute moment constraints