The Mean Relative Entropy: An Invariant Measure of Estimation Error

DOI10.1080/00031305.2018.1543139MaRDI QIDQ5056956zbMATH OpenOpenAlexWikidataFDO

Authors Jin Zhang

Publication date 14 December 2022

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2018.1543139

zbMATH Keywords

invariance propertymean squared errorparameter estimationsufficiency principletransformation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

• Letter to the Editor: Zhang, J. (2021), “The Mean Relative Entropy: An Invariant Measure of Estimation Error,” The American Statistician, 75, 117–123: comment by Vos and Wu
• Uniformly most accurate confidence intervals under weak restrictions

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