Large deviation theory for non-regular location shift family

DOI10.1007/S10463-009-0254-0MaRDI QIDQ652594zbMATH OpenOpenAlexFDO

Authors Masahito Hayashi

Publication date 14 December 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-009-0254-0

zbMATH Keywords

beta distributiongamma distributionlarge deviationnon-regular location shift familyrelative Rényi entropyWeibull distribution

Mathematics Subject Classification ID

Large deviations (60F10) Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3178119 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Loss of information of a statistic for a family of non-regular distributions
• Non-regular statistical estimation
• On a theorem of Bahadur on the rate of convergence of point estimators
• Rates of Convergence of Estimates and Test Statistics
• Two quantum analogues of Fisher information from a large deviation viewpoint of quantum estimation

Cited in

(3)

• Two non-regular extensions of large deviation bound
• A geometric modeling of Occam's razor in deep learning
• Limiting behavior of relative Rényi entropy in a non-regular location shift family

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