General Fisher information matrices of a random vector
| Autor: | Songjun Lv |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Discrete mathematics
Applied Mathematics Fisher kernel Fisher's z-distribution Fisher consistency 020206 networking & telecommunications 02 engineering and technology 01 natural sciences 010104 statistics & probability symbols.namesake Observed information Scoring algorithm Statistics 0202 electrical engineering electronic engineering information engineering symbols Fisher's method 0101 mathematics Fisher information Cramér–Rao bound Mathematics |
| Zdroj: | Advances in Applied Mathematics. 89:18-40 |
| ISSN: | 0196-8858 |
| DOI: | 10.1016/j.aam.2017.03.002 |
| Popis: | We extend the ( q , λ ) -Fisher information to a much broader setting, where the power function x ↦ | x | q in the ( q , λ ) -Fisher information is replaced by an arbitrarily chosen convex function. We describe qualitative research, which is undertaken within the general framework, on the newly-introduced generalized Fisher information. In particular, we derive the characterization of general Fisher information matrix for a random vector in R n . |
| Databáze: | OpenAIRE |
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