156 citations · 1.4k across the 61 of their papers we have counts for
4 papers · 1 filter
Information-theoretic convergence of extreme values to the Gumbel distribution
Oliver Johnson
We show how convergence to the Gumbel distribution in an extreme value setting can be understood in an information-theoretic sense. We introduce a new type of score function which…
Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
Oliver Johnson
We analyse the properties of the Principal Fitted Components (PFC) algorithm proposed by Cook. We derive theoretical properties of the resulting estimators, including sufficient co…
The empirical process in Mallows distance, with application to goodness-of-fit tests
Richard Samworth, Oliver Johnson
This paper has been temporarily withdrawn, pending a revised version taking into account similarities between this paper and the recent work of del Barrio, Gine and Utzet (Bernoull…
Fisher Information inequalities and the Central Limit Theorem
Oliver Johnson, Andrew Barron
We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L2 spaces and Poin…