Limiting behavior of relative R\'enyi entropy in a non-regular location shift family
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
We calculate the limiting behavior of relative Renyi entropy when the first probability distribution is close to the second one in a non-regular location-shift family which is generated by a probability distribution whose support is an interval or a half-line. This limit can be regarded as a generalization of Fisher information, and plays an important role in large deviation theory.
Keywords
Cite
@article{arxiv.math/0212077,
title = {Limiting behavior of relative R\'enyi entropy in a non-regular location shift family},
author = {Masahito Hayashi},
journal= {arXiv preprint arXiv:math/0212077},
year = {2007}
}