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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Detalles Bibliográficos
Autores principales: Cao, Wei, Dytso, Alex, Fauß, Michael, Poor, H. Vincent
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8145518/
https://www.ncbi.nlm.nih.gov/pubmed/33924955
http://dx.doi.org/10.3390/e23050545

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8145518/
https://www.ncbi.nlm.nih.gov/pubmed/33924955
http://dx.doi.org/10.3390/e23050545

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