Limiting properties of some measures of information
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Publication:2277693
DOI10.1007/BF00050661zbMath0725.62006MaRDI QIDQ2277693
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Fisher information; Rényi information; convergence of information measures; convergence of Radon-Nikodym derivatives; Csiszár information; phi- divergence
62E20: Asymptotic distribution theory in statistics
94A17: Measures of information, entropy
62B10: Statistical aspects of information-theoretic topics
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Cites Work
- Entropy and the central limit theorem
- On the f-divergence and singularity of probability measures
- Some limiting properties of Matusita's measure of distance
- New parametric measures of information
- An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
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