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Improvement on the relative entropy risk of the MLE by gradient

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References

  • Eguchi S, Yangimoto T (1994) Second-order structure of relative entropy risk by Laplace-Beltrami operator (Submitted)

  • Rao CR (1962) Efficient estimates and optimum inference procedure in large samples (with discussion). J Roy Statist Soc B 24: 46–72

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Eguchi, S. Improvement on the relative entropy risk of the MLE by gradient. Metrika 42, 235–237 (1995). https://doi.org/10.1007/BF01894305

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  • DOI: https://doi.org/10.1007/BF01894305

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