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Loss of information of a statistic for a family of non-regular distributions, II: more general case

✍ Scribed by Masafumi Akahira, Hyo Gyeong Kim, Nao Ohyauchi


Book ID
118794755
Publisher
Springer Japan
Year
2011
Tongue
English
Weight
242 KB
Volume
64
Category
Article
ISSN
0020-3157

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Loss of information of a statistic for a
✍ 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