DocumentCode
294912
Title
A geometric approach to statistical estimation
Author
Kulhavý, Rudolf
Author_Institution
Inst. of Inf. Theory & Autom., Acad. of Sci., Prague, Czech Republic
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1097
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
Keywords
differential geometry; entropy; information theory; maximum likelihood estimation; parameter estimation; probability; statistical analysis; Kerridge inaccuracy; Kullback-Leibler distance; Pythagorean-like relations; Shannon entropy; compressed data; continuous observations; discrete observations; probability distributions; regression-type dependence; statistical estimation; Automation; Density measurement; Entropy; Information theory; Particle measurements; Probability distribution; Robustness; Statistics; System identification; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480237
Filename
480237
Link To Document