Fisher information exponential dispersion family and applications

MaRDI QIDQ5412920zbMATH OpenFDO

Authors Ion Mihoc, Cristina-Ioana Fatu

Publication date 28 April 2014

zbMATH Keywords

exponential dispersion familyFisher informationgeneralized linear modelsscore functionstatistical estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Multivariate distribution of statistics (62H10) Generalized linear models (logistic models) (62J12)

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Cited in

(10)

• The Fisher information of curved exponential families and the elegant Kagan inequality
• Measures of statistical dispersion based on Shannon and Fisher information concepts
• A comment on a regularity condition in a curved exponential family
• Exponential convergence of fisher entropy for diffusion processes
• The Fisher information and exponential families parametrized by a segment of means
• About some properties of the exponential families and Fisher information
• Fisher information matrix for branching processes with application to electron-multiplying charge-coupled devices
• The exponential family in abstract information theory
• Closed-form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
• Fisher information for generalised linear mixed models

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