The Fisher information of curved exponential families and the elegant Kagan inequality

DOI10.1007/978-3-030-80209-7_36zbMATH Open1490.62033OpenAlexW3181087216MaRDI QIDQ2117865FDOQ2117865

Authors: Gérard Letac 

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_36

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zbMATH Keywords

Fisher informationcurved exponential familiesKagan inequality

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Special matrices (15B99)

Cites Work

• The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
• The noncentral Wishart as an exponential family, and its moments
• Information Property of Exponential Families

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