Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings
نویسندگان
چکیده
منابع مشابه
Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings
The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds, and “noninformative” priors for Bayesian analysis. This article reviews some basic principles associate...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2005
ISSN: 1061-8600,1537-2715
DOI: 10.1198/106186005x78800