Finite-Sample Bounds on the Accuracy of Plug-In Estimators of Fisher Information
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DOI: 10.3390/e23050545
Abstract: Finite-sample bounds on the accuracy of Bhattacharya’s plug-in estimator for Fisher information are derived. These bounds are further improved by introducing a clipping step that allows for better control over the score function. This leads… read more here.
Keywords: sample bounds; bounds accuracy; fisher information; finite sample ... See more keywords