Information theory and superefficiency

DOI10.1214/AOS/1024691358zbMATH Open0932.62005OpenAlexW2006833219MaRDI QIDQ1807151FDOQ1807151

Andrew R. Barron, Nicolas W. Hengartner

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691358

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zbMATH Keywords

data compressionKullback-Leibler losssuperefficiency

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Source coding (94A29) Bounds on codes (94B65)

Cites Work

• Title not available (Why is that?)
• On Information and Sufficiency
• Asymptotic methods in statistical decision theory
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• An invariant form for the prior probability in estimation problems
• On estimating a density using Hellinger distance and some other strange facts
• Minimum complexity density estimation
• Stochastic complexity and modeling
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• Bayes theory
• The maximum likelihood prior
• Universal coding, information, prediction, and estimation
• Rates of Convergence of Estimates and Test Statistics
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• Superefficiency in nonparametric function estimation
• On Fisher's Bound for Asymptotic Variances
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• A strong version of the redundancy-capacity theorem of universal coding

Cited In (3)

• On near-redundancy and identifiability of parametric hazard regression models under censoring
• Superefficiency from the vantage point of computability
• Information-theoretic determination of minimax rates of convergence

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