On Convergence of Fisher Informations in Continuous Models with Quantized Observation

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

On Convergence of Fisher Informations in Continuous Models with Quantized Observation

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

On Convergence of Fisher Informations in Continuous Models with Quantized Observation

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2005

Kód důvěrnosti údajů

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

Název periodika

Test

ISSN

1133-0686

e-ISSN

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Svazek periodika

2005

Číslo periodika v rámci svazku

14

Stát vydavatele periodika

ES - Španělské království

Počet stran výsledku

29

Strana od-do

151-179

Kód UT WoS článku

000230291400006

EID výsledku v databázi Scopus

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