Limiting properties of some measures of information

DOI10.1007/BF00050661MaRDI QIDQ2277693zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1989

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

Full work available at URL https://doi.org/10.1007/bf00050661

zbMATH Keywords

Fisher informationconvergence of information measuresconvergence of Radon-Nikodym derivativesphi- divergenceRényi informationCsiszár information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 3155151 (Why is no real title available?)
• scientific article; zbMATH DE number 4072103 (Why is no real title available?)
• scientific article; zbMATH DE number 3638844 (Why is no real title available?)
• scientific article; zbMATH DE number 3392868 (Why is no real title available?)
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
• Entropy and the central limit theorem
• New parametric measures of information
• On the f-divergence and singularity of probability measures
• Some limiting properties of Matusita's measure of distance

Cited in

(9)

• On convergence of conditional probability measures
• scientific article; zbMATH DE number 4163900 (Why is no real title available?)
• Fisher's information matrix and φ−divergence for finite and optimal partitions of the sample space
• Divergences without probability vectors and their applications
• On Two Forms of Fisher's Measure of Information
• scientific article; zbMATH DE number 5046294 (Why is no real title available?)
• Entropy, divergence and distance measures with econometric applications
• Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
• Limits for the Precision and Value of Information from Dependent Sources

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