Letter to the Editor: Zhang, J. (2021), “The Mean Relative Entropy: An Invariant Measure of Estimation Error,” The American Statistician, 75, 117–123: comment by Vos and Wu
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Cites work
- Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
- scientific article; zbMATH DE number 638178 (Why is no real title available?)
- scientific article; zbMATH DE number 1055955 (Why is no real title available?)
- Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families
- The Mean Relative Entropy: An Invariant Measure of Estimation Error
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