On Convergence of Fisher Informations in Continuous Models with Quantized Observation

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F05%3A00117073" target="_blank" >RIV/68407700:21340/05:00117073 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On Convergence of Fisher Informations in Continuous Models with Quantized Observation

Original language description

Continuous location models with real observations and well defined Fisher information are considered and reduction of the Fisher information due to quantizations of the observation space into m intervals is studied. In fact, generalized Fisher informations of orders alpha >= 1 are considered where alpha =2 corresponds to the classical Fisher information. By an example it is argued that in some models the information of order alpha =2 is infinite while the informations of some orders alpha <> 2 are finite. Among the studied problems is the existence of optimal quantizations which maximize the reduced information for fixed m and alpha >= 1 and the construction of simple and practically applicable quantizations for which the reduction converges to zero when m is going to infinity, uniformly for all alpha >= 1. The rate of this convergence is estimated for all alpha >= 1 and directly evaluated for alpha= 1 and alpha=2.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2005

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Test

ISSN

1133-0686

e-ISSN

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Volume of the periodical

2005

Issue of the periodical within the volume

14

Country of publishing house

ES - SPAIN

Number of pages

29

Pages from-to

151-179

UT code for WoS article

000230291400006

EID of the result in the Scopus database

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