Some information theoretic ideas useful in statistical inference

DOI10.1007/s11009-007-9017-7zbMath1171.62302MaRDI QIDQ2644303

Takis Papaioannou, Kosmas Ferentinos, Charalampos Tsairidis

Publication date: 10 September 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9017-7

zbMATH Keywords

Koziol-Green model; Information content; Truncated data; Acid test properties; Characterizations of Fisher information; Information generating function; Information optimum estimation; Quantal random censoring

Mathematics Subject Classification ID

94A15: Information theory (general)

62B10: Statistical aspects of information-theoretic topics

Cites Work

• Fisher information in record data
• Fisher's information in terms of the hazard rate
• The relative information generating function
• Lower Cramér-Rao and Bhattacharyya bounds for randomly censored observations
• Information in experiments and sufficiency
• Minimum \(f\)-divergence estimators and quasi-likelihood functions
• Some characteristic properties of the Fisher information matrix via Cacoullos-type inequalities
• On measures of information and their characterizations
• Minimum Hellinger distance estimates for parametric models
• An information theoretic argument for the validity of the exponential model
• Information and random censoring
• Fisher information in an order statistic and its concomitant
• Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring
• New parametric measures of information
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• Fisher information in weighted distributions
• Some Characterization Results Based on Factorization of the (Reversed) Hazard Rate Function
• On Two Forms of Fisher's Measure of Information
• Identification in Parametric Models
• On the attainment of the Cramer-Rao lower bound
• A discrete version of the Stam inequality and a characterization of the Poisson distribution
• A characterization of the factorization of hazard function by the Fisher information under type II censoring with application to the Weibull family
• On the Fisher information in randomly censored data
• Information in quantal response data and random censoring
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