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

DOI10.1080/03610926.2017.1380828MaRDI QIDQ5154057zbMATH OpenOpenAlexFDO

Authors 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, https://soar-ir.repo.nii.ac.jp/record/20886/files/divergence_expansion_ver3.pdf

zbMATH Keywords

alpha divergenceconnectionFisher information metricmaximum likelihood estimatorRiemannian curvature

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99)

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Cites work

• \alpha-Divergence Is Unique, Belonging to Both f-Divergence and Bregman Divergence Classes
• A differential geometric approach to statistical inference on the basis of contrast functionals
• A Study on Invariance of $f$-Divergence and Its Application to Speech Recognition
• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
• Differential-geometrical methods in statistics
• Geometric Modeling in Probability and Statistics
• Geometry of minimum contrast
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 217456 (Why is no real title available?)
• On asymptotic properties of predictive distributions
• On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions
• Theory of statistical inference and information. Transl. from the Slovak by the author

Cited in

(7)

• On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions
• Estimation of a continuous distribution on the real line by discretization methods
• ASYMPTOTIC EXPANSION OF RISK FOR A REGRESSION MODEL WITH RESPECT TO -DIVERGENCE WITH AN APPLICATION TO THE SAMPLE SIZE PROBLEM
• Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions
• Convergence of estimative density: criterion for model complexity and sample size
• Asymptotic expansion of the risk of maximum likelihood estimator with respect to \alpha-divergence as a measure of the difficulty of specifying a parametric model -- with detailed proof
• Efficiency of maximum likelihood estimation for a multinomial distribution with known probability sums

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