Loss of information of a statistic for a
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Masafumi Akahira
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Article
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1996
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Springer Japan
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English
β 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