Loss of information of a statistic for a family of non-regular distributions

DOI10.1007/BF00054795MaRDI QIDQ1817400zbMATH OpenFDO

Authors Masafumi Akahira

Publication date 7 January 1997

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

truncated distributionsnon-regular caseloss of informationextreme statisticsasymptotically ancillary statisticamount of Renyi type information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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Cites work

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• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
• LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE
• Non-regular statistical estimation
• On the Standard Asymptotic Confidence Ellipsoids of Wald
• Second order asymptotic sufficiency for a family of distributions with one-directionality
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases

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(10)

• Loss of information of a statistic for a family of non-regular distributions. II: More general case
• Second order asymptotic sufficiency for a family of distributions with one-directionality
• LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE
• Limiting behavior of relative Rényi entropy in a non-regular location shift family
• Chernoff distance for truncated distributions
• scientific article; zbMATH DE number 4153682 (Why is no real title available?)
• The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
• Large deviation theory for non-regular location shift family
• COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS
• Two non-regular extensions of large deviation bound

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