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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
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| Materias: | |
| 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 |