Finite-Sample Bounds on the Accuracy of Plug-In Estimators of Fisher Information
Finite-sample bounds on the accuracy of Bhattacharya’s plug-in estimator for Fisher information are derived. These bounds are further improved by introducing a clipping step that allows for better control over the score function. This leads to superior upper bounds on the rates of convergence, albei...
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| 主要な著者: | , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2021-04-01
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| シリーズ: | Entropy |
| 主題: | |
| オンライン･アクセス: | https://www.mdpi.com/1099-4300/23/5/545 |
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