Isotonic estimation for grouped data
β Scribed by Michael Woodroofe; Rong Zhang
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 114 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0167-7152
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We study the loss of information (measured in terms of the Kullback Leibler distance) caused by observing ``grouped'' data (observing only a discretized version of a continuous random variable). We analyze the asymptotical behaviour of the loss of information as the partition becomes finer. In the c