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Asymptotic expansion of the risk of maximum likelihood estimator with respect to -divergence
http://hdl.handle.net/10091/00021643
http://hdl.handle.net/10091/00021643c91151f5-853c-4ef2-83c2-be8346232181
| 名前 / ファイル | ライセンス | アクション |
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divergence_expansion_ver3.pdf (342.3 kB)
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| Item type | 学術雑誌論文 / Journal Article(1) | |||||||
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| 公開日 | 2019-09-17 | |||||||
| タイトル | ||||||||
| タイトル | Asymptotic expansion of the risk of maximum likelihood estimator with respect to -divergence | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| DOI | ||||||||
| 関連識別子 | https://doi.org/10.1080/03610926.2017.1380828 | |||||||
| 関連名称 | 10.1080/03610926.2017.1380828 | |||||||
| キーワード | ||||||||
| 主題 | Alpha divergence, connection, Fisher information metric, maximum likelihood estimator, Riemannian curvature | |||||||
| 資源タイプ | ||||||||
| 資源 | http://purl.org/coar/resource_type/c_6501 | |||||||
| タイプ | journal article | |||||||
| 著者 |
Sheena, Yo
× Sheena, Yo
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| 出版者 | ||||||||
| 出版者 | TAYLOR & FRANCIS INC | |||||||
| 引用 | ||||||||
| 内容記述 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 47(16):4059-4087 (2018) | |||||||
| 書誌情報 |
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 巻 47, 号 16, p. 4059-4087, 発行日 2018 |
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| 内容記述 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | Published online: 13 Nov 2017 | |||||||
| 抄録 | ||||||||
| 内容記述 | For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to -divergence, which includes the special cases of Kullback-Leibler divergence, the Hellinger distance, and essentially (2)-divergence. The asymptotic expansion of the risk is given with respect to sample sizes up to order n(- 2). Each term in the expansion is expressed with the geometrical properties of the Riemannian manifold formed by the parametric probability model. | |||||||
| 資源タイプ（コンテンツの種類） | ||||||||
| ISSN | ||||||||
| 収録物識別子タイプ | PISSN | |||||||
| 収録物識別子 | 0361-0926 | |||||||
| 書誌レコードID | ||||||||
| 収録物識別子タイプ | NCID | |||||||
| 収録物識別子 | AA10512682 | |||||||
| 権利 | ||||||||
| 権利情報 | This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics - Theory and Methods on 2018 available online: http://www.tandfonline.com/10.1080/03610926.2017.1380828 . | |||||||
| 出版タイプ | ||||||||
| 出版タイプ | AM | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||
| WoS | ||||||||
| URL | http://gateway.isiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=ShinshuUniv&SrcApp=ShinshuUniv&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000433942000017 | |||||||
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Cite as
Sheena, Yo, 2018, Asymptotic expansion of the risk of maximum likelihood estimator with respect to -divergence: TAYLOR & FRANCIS INC, 4059–4087 p.
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