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The Mean Relative Entropy: An Invariant Measure of Estimation Error

Zhang, J

Zhang, J (corresponding author), Yunnan Univ, Sch Math & Stat, Kunming 650091, Yunnan, Peoples R China.

AMERICAN STATISTICIAN, 2021; 75 (2): 117

Abstract

A fundamental issue in statistics is parameter estimation, where the first step is to select estimators under some measure of estimation error. The co......

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