Miscellanea. Information matrix computation from conditional information via normal approximation
نویسندگان
چکیده
منابع مشابه
Information matrix computation from conditional information via normal approximation
This paper provides a method for computing the asymptotic covariance matrix from a likelihood function with known maximum likelihood estimate of the parameters. Philosophically, the basic idea is to assume that the likelihood function should be well approximated by a normal density when asymptotic results about the maximum likelihood estimate are applied for statistical inference. Technically, ...
متن کاملInformation Measures via Copula Functions
In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...
متن کاملOn Conditional Applications of Matrix Variate Normal Distribution
In this paper, by conditioning on the matrix variate normal distribution (MVND) the construction of the matrix t-type family is considered, thus providing a new perspective of this family. Some important statistical characteristics are given. The presented t-type family is an extension to the work of Dickey [8]. A Bayes estimator for the column covariance matrix &Sigma of MVND is derived under ...
متن کاملExtracting Structured Information via Automatic + Human Computation
We present a system for extracting structured information from unstructured text using a combination of information retrieval, natural language processing, machine learning, and crowdsourcing. We test our pipeline by building a structured database of gun violence incidents in the United States. The results of our pilot study demonstrate that the proposed methodology is a viable way of collectin...
متن کاملCompound Poisson Approximation via Information Functionals
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Nonasymptotic bounds are derived for the distance between the distribution of a sum of independent integervalued random variables and an appropriately chosen compound Poisson law. In the case where all summands have the same ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrika
سال: 1998
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/85.4.973