搜索结果: 1-12 共查到“管理学 Fisher Information”相关记录12条 . 查询时间(0.093 秒)
On some interrelations of generalized $q$-entropies and a generalized Fisher information, including a Cramér-Rao inequality
Cramér-Rao inequality generalizedq-entropy generalized Gaussians de Bruijn identity
2013/6/17
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher...
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Relative Performance Expected and Observed Fisher Information Covariance Estimation Maximum Likelihood Estimates
2013/6/13
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
Skew-Symmetric Distributions and Fisher Information the double sin of the skew-normal
Skew-Symmetric Distributions Fisher Information skew-normal double sin
2012/11/22
Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analys...
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
efficient estimation fractional Brownian motion Fisher information general monotone sequence regular variation slowly varying functions spectral density.
2012/9/18
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix
Fisher Information Matrix Moore-Penrose
2011/7/19
An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a lower boun...
Fisher information matrix for three-parameter exponentiated-Weibull distribution under type II censoring
Fisher information three-parameter exponentiated Weibull distribution under type II censoring
2011/3/18
This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple al...
Point regularity of p-stable density in R(d) and Fisher information
Point regularity of p-stable density R(d) and Fisher information
2009/9/22
In the paper we prove that the n-th directional derivative
of a pstable density f (x) in the direction a can be estimated by
where 0 < u < 1, and C depends also on geometrical properties of the
Lkv...
A Robertson-type Uncertainty Principle and Quantum Fisher Information
Generalized variance uncertainty principle operator monotone functions matrix means quantum Fisher information
2010/4/30
Let A1, ..., AN be complex selfadjoint matrices and let be a density matrix. The Robertson
uncertainty principledet {Cov(Ah,Aj)} ≥ det−i2Tr([Ah,Aj ])ff gives a bound for the quantum...
A volume inequality for quantum Fisher information and the uncertainty principle
Generalized variance uncertainty principle operator monotone functions matrix means quantum Fisher information
2010/4/29
Let A1, ...,AN be complex self-adjoint matrices and let be a density matrix. The Robertson
uncertainty principle det {Cov(Ah,Aj)} ≥ det−i2Tr([Ah,Aj ])ff gives a bound for the quantu...
In the paper [16] Luo proved an inequality relating the Wigner-Yanase information and the
SLD-information. In this paper we prove that Luo’s inequality is a particular case of a general inequality wh...