On the fisher information of discretized data

DOI10.1080/00949659308811499zbMATH Open0771.62010OpenAlexW2038251145MaRDI QIDQ5287318FDOQ5287318

Authors: Klaus Pötzelberger, Klaus Felsenstein 

Publication date: 20 September 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://epub.wu.ac.at/1700/1/document.pdf

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• Fisher's information matrix and φ−divergence for finite and optimal partitions of the sample space
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• On convergence of Fisher informations in continuous models with quantized observations
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zbMATH Keywords

normal distributionmixturesmultinomial distributionCauchy distributionlocation parameterscontinuous distributionexamplesmultinomial approximationdouble exponential distributionspartition of the sample spacefinite number of intervalsasymptotically optimal partitiondiscretizing dataloss of Fisher informationtriangle distribution

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Principal points
• A Unified Approach to Choosing Optimum Quantiles for the ABLE's

Cited In (12)

• Information on parameters of interest decreases under transformations
• Fisher's information matrix and φ−divergence for finite and optimal partitions of the sample space
• On the Fisher information in type-I censored and quantal response data
• Measures of statistical dispersion based on Shannon and Fisher information concepts
• Estimation of a continuous distribution on the real line by discretization methods
• On efficiency of estimation and testing with data quantized to fixed number of cells
• Monotonicity of the Fisher information and the Kullback-Leibler divergence measure
• On convergence of Fisher informations in continuous models with quantized observations
• Discrete approximations to the Csiszár, Renyi, and Fisher measures of information
• Discrete densities and Fisher information
• Discrete analogs of Fisher information and least favorable distributions in robust estimation of location parameters
• On the fisher β-sufficient partition

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