2002•Unpublished venueRequires access
A geometric approach to statistical estimation
Rudolf Kulhavý
Open publisher page 8 citations
Abstract
The role of Kerridge inaccuracy, Shannon entropy and Kullback-Leibler distance in statistical estimation is shown for both discrete and continuous observations. The cases of data independence and regression-type dependence are considered in parallel. Pythagorean-like relations valid for probability distributions are presented and their importance for estimation under compressed data is indicated.