Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence

DOI10.1080/03610926.2017.1380828MaRDI QIDQ5154057

Yo Sheena

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08226

zbMATH Keywords

maximum likelihood estimator; Riemannian curvature; connection; Fisher information metric; alpha divergence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F99: Parametric inference

62B10: Statistical aspects of information-theoretic topics

Related Items

Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions, Estimation of a continuous distribution on the real line by discretization methods

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