Jeffreys versus Shtarkov distributions associated with some natural exponential families

DOI10.1016/J.STAMET.2010.06.001zbMATH Open1463.62024OpenAlexW2053641050MaRDI QIDQ537447FDOQ537447

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

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

Jeffreys priorinformation theoryregretnatural exponential familyvariance functionShtarkov distribution

Mathematics Subject Classification ID

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

Cites Work

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• An invariant form for the prior probability in estimation problems
• Natural exponential families with quadratic variance functions
• Jeffreys' prior is asymptotically least favorable under entropy risk
• On a characterization of variance functions of natural exponential families
• Information-theoretic asymptotics of Bayes methods
• The minimum description length principle in coding and modeling
• Fisher information and stochastic complexity
• Natural real exponential families with cubic variance functions

Cited In (2)

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

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