Asymptotic behaviour of an estimator based on Rao's divergence.
María del Carmen PardoPublished in: Kybernetika (1997)
Keyphrases
- rates of convergence
- least squares
- central limit theorem
- maximum likelihood
- user behaviour
- error estimation
- kullback leibler
- real time
- recursive least squares
- variance estimator
- unbiased estimator
- maximum likelihood estimator
- regression function
- relative entropy
- asymptotically optimal
- confidence intervals
- random sampling
- distance measure
- worst case
- bayesian networks
- information systems