Limiting properties of some measures of information

DOI10.1007/BF00050661zbMath0725.62006OpenAlexW1971491488MaRDI QIDQ2277693

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 informationRényi informationconvergence of information measuresconvergence of Radon-Nikodym derivativesCsiszár informationphi- divergence

Mathematics Subject Classification ID

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

Related Items (5)

Fisher's information matrix and φ−divergence for finite and optimal partitions of the sample space ⋮ On Two Forms of Fisher's Measure of Information ⋮ Entropy, divergence and distance measures with econometric applications ⋮ Divergences without probability vectors and their applications ⋮ Fisher information matrix: A tool for dimension reduction, projection pursuit, independent component analysis, and more

Cites Work

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• 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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