Global information in statistical experiments and consistency of likelihood-based estimates and tests.

zbMATH Open1274.62069MaRDI QIDQ4909779FDOQ4909779

Authors: Igor Vajda 

Publication date: 21 March 2013

Full work available at URL: http://www.kybernetika.cz/content/1998/3

Recommendations

• Global statistical information in exponential experiments and selection of exponential models
• scientific article
• scientific article; zbMATH DE number 806608
• scientific article; zbMATH DE number 1795998
• Information theory in mathematical statistics

zbMATH Keywords

information divergencepoint estimationtesting statistical hypotheses

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12)

Cites Work

• Elements of Information Theory
• Linear Statistical Inference and its Applications
• Robust Statistics
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Convex Analysis
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Parametric statistical theory: with the assistance of R. Hamböker
• On a Measure of the Information Provided by an Experiment
• On the measurability and consistency of minimum contrast estimates
• Title not available (Why is that?)
• Uncertainty, Information, and Sequential Experiments
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency of maximum likelihood and Bayes estimates
• Conditions equivalent to consistency of approximate MLE's for stochastic processes
• Necessary and sufficient conditions for consistency of generalized \(M\)- estimates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• On Tests for Global Maximum of the Log-Likelihood Function
• On the global geometry of parametric models and information recovery
• Global statistical information in exponential experiments and selection of exponential models

This page was built for publication: Global information in statistical experiments and consistency of likelihood-based estimates and tests.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4909779)