Fewster, R.M.; Jupp, P.E. - In: Journal of Multivariate Analysis 120 (2013) C, pp. 34-39
An important property of Fisher information is that it decreases weakly under transformation of random variables. Kagan and Rao (2003) [A. Kagan, C.R. Rao, Some properties and applications of the efficient Fisher score, J. Statist. Plann. Inference 116 (2003) 343–352] showed that, in the...
