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In Decision and Control, 1995., Proceedings of the 34th IEEE Conference on, Vol. 2 (December 1995), pp. 1097-1102 vol.2, doi:10.1109/cdc.1995.480237 Key: citeulike:11930606
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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
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