| Title:
|
Global information in statistical experiments and consistency of likelihood-based estimates and tests (English) |
| Author:
|
Vajda, Igor |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
34 |
| Issue:
|
3 |
| Year:
|
1998 |
| Pages:
|
[245]-263 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In the framework of standard model of asymptotic statistics we introduce a global information in the statistical experiment about the occurrence of the true parameter in a given set. Basic properties of this information are established, including relations to the Kullback and Fisher information. Its applicability in point estimation and testing statistical hypotheses is demonstrated. (English) |
| Keyword:
|
information divergence |
| Keyword:
|
point estimation |
| Keyword:
|
testing statistical hypotheses |
| MSC:
|
62B10 |
| MSC:
|
62B15 |
| MSC:
|
62F03 |
| MSC:
|
62F10 |
| MSC:
|
62F12 |
| idZBL:
|
Zbl 1274.62069 |
| idMR:
|
MR1640962 |
| . |
| Date available:
|
2009-09-24T19:16:02Z |
| Last updated:
|
2015-03-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135206 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
