Information amount and higher-order efficiency in estimation

DOI10.1007/BF00050777zbMATH Open0703.62031OpenAlexW2078108957MaRDI QIDQ916249FDOQ916249

Authors: Yuzo Hosoya 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00050777

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zbMATH Keywords

efficiencymaximum likelihood estimatorasymptotic biasmultinomial modelinformation lossconvex loss functionsFisher information of first-order asymptotically efficient estimatorssecond order Kullback risksecond-order asymptotic approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical decision theory (62C99)

Cites Work

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• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• A third-order optimum property of the maximum likelihood estimator
• Maximum likelihood and decision theory
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• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
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• Second-order sufficiency and statistical invariants
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• High-order efficiency in the estimation of linear processes
• The second-order Fisher information

Cited In (11)

• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
• On high order information bound
• The second-order Fisher information
• The Average Amount of Information Lost in Multiplication
• More higher-order efficiency: Concentration probability
• Information of degree \(\beta\) and probability of error
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sample quantiles and additive statistics: Information, sufficiency, estimation
• Title not available (Why is that?)
• A note on estimation and information topologies

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