Jeffreys versus Shtarkov distributions associated with some natural exponential families

DOI10.1016/j.stamet.2010.06.001zbMath1463.62024OpenAlexW2053641050MaRDI QIDQ537447

Shaul K. Bar-Lev, Peter Harremoës, Daoud Bshouty, Peter D. Grünwald

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.06.001

zbMATH Keywords

information theorynatural exponential familyvariance functionJeffreys priorregretShtarkov distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical aspects of information-theoretic topics (62B10)

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On the mean value parametrization of natural exponential families -- a revisited review, Minimum description length revisited

Cites Work

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