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Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions

โœ Scribed by Masafumi Akahira; Nao Ohyauchi


Book ID
110419672
Publisher
Springer Japan
Year
2002
Tongue
English
Weight
359 KB
Volume
54
Category
Article
ISSN
0020-3157

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๐Ÿ“œ SIMILAR VOLUMES


Loss of information of a statistic for a
โœ Masafumi Akahira ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 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