Information amount and higher-order efficiency in estimation

DOI10.1007/BF00050777MaRDI QIDQ916249zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 3934212 (Why is no real title available?)
• scientific article; zbMATH DE number 4044948 (Why is no real title available?)
• scientific article; zbMATH DE number 3502600 (Why is no real title available?)
• scientific article; zbMATH DE number 6791311 (Why is no real title available?)
• scientific article; zbMATH DE number 3224089 (Why is no real title available?)
• A third-order optimum property of the maximum likelihood estimator
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• High-order efficiency in the estimation of linear processes
• Maximum likelihood and decision theory
• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
• Second-order sufficiency and statistical invariants
• The second-order Fisher information

Cited in

(11)

• The Average Amount of Information Lost in Multiplication
• scientific article; zbMATH DE number 125645 (Why is no real title available?)
• A note on estimation and information topologies
• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
• scientific article; zbMATH DE number 3934212 (Why is no real title available?)
• scientific article; zbMATH DE number 3951793 (Why is no real title available?)
• On high order information bound
• More higher-order efficiency: Concentration probability
• The second-order Fisher information
• Sample quantiles and additive statistics: Information, sufficiency, estimation
• Information of degree \(\beta\) and probability of error

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