Science-advisor
REGISTER info/FAQ
Login
username
password
     
forgot password?
register here
 
Research articles
  search articles
  reviews guidelines
  reviews
  articles index
My Pages
my alerts
  my messages
  my reviews
  my favorites
 
 
Stat
Members: 3643
Articles: 2'487'895
Articles rated: 2609

28 March 2024
 
  » arxiv » 1005.0983

 Article overview


Fisher Information of Scale
Peter Ruckdeschel ; Helmut Rieder ;
Date 6 May 2010
AbstractWe define Fisher information of scale of any distribution function F on the real line by
I_{sca}(F):= sup (integral x phi’(x) F(dx))^2 / (integral phi^2(x) F(dx)), phi in C_{c1}
where C_{c1} denotes the set of differentiable functions with continuous derivative of compact support and, by convention, 0/0:=0. I_{sca}(F) is weakly lower semicontinuous and convex. I_{sca}(F) is finite iff the usual assumptions on densities hold, under which Fisher information of scale is classically defined, and then both notions agree. Finiteness of I_{sca}(F) is also equivalent to L_2-differentiability and local asymptotic normality, respectively, in the parameter of the induced scale model F_sigma(x)=F(x/sigma), sigma>0.
Source arXiv, 1005.0983
Services Forum | Review | PDF | Favorites   
 
Visitor rating: did you like this article? no 1   2   3   4   5   yes

No review found.
 Did you like this article?

This article or document is ...
important:
of broad interest:
readable:
new:
correct:
Global appreciation:

  Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.

browser claudebot






ScienXe.org
» my Online CV
» Free


News, job offers and information for researchers and scientists:
home  |  contact  |  terms of use  |  sitemap
Copyright © 2005-2024 - Scimetrica