DOI10.1214/16-EJS1132zbMath1381.62258MaRDI QIDQ276239
F. Blanchet-Sadri, M. Dambrine
Publication date: 3 May 2016 Published in: Electronic Journal of Statistics (Search for Journal in Brave) Full work available at URL: https://projecteuclid.org/euclid.ejs/1460640637
zbMATH Keywords
entropy; concavity; homogeneity; additivity; sequential; score matching
Mathematics Subject Classification ID
62M20: Inference from stochastic processes and prediction
62C99: Statistical decision theory