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A Regular Filtered Statistical Model and Families of Martingales

✍ Scribed by Gushchin, A. A.

Book ID
118226841
Publisher
Society for Industrial and Applied Mathematics
Year
1993
Tongue
English
Weight
404 KB
Volume
37
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES

Loss of information of a statistic for a
Loss of information of a statistic for a family of non-regular distributions
✍ Masafumi Akahira πŸ“‚ Article πŸ“… 1996 πŸ› Springer Japan 🌐 English βš– 578 KB

In the non-regular case, the asymptotic loss of amount of information (extended to as R~nyi measure) associated with a statistic is discussed. It is shown that the second order asymptotic loss of information in reducing to a statistic consisting of extreme values and an asymptotically ancillary stat