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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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| Publicado no: | Entropy (Basel) |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8145518/ https://ncbi.nlm.nih.gov/pubmed/33924955 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23050545 |
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