In a typical empirical modeling context, the data generating process (DGP) of a time series is assumed to be known up to a finite-dimensional parameter. In such cases, Rissanen's (1986) theorem provides a lower bound for the empirically achievable distance between all possible data-based models...

Using explicit formulas for the information matrix of ML factor analysis under multivariate normal theory, gross and net information for estimating the parameters in a covariance structure gained by adding the associated mean structure are defined. It is proved that a necessary and sufficient...

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. In this review, we first discuss Type-I and Type-II hybrid censoring schemes and associated inferential issues. Next, we present details on developments regarding generalized hybrid censoring and unified hybrid...

Escort distributions are a well established but (for physicists) a relatively new concept that is rapidly gaining wide acceptance in world. In this work we wish to revisit the concept within the strictures of the celebrated semiclassical Husimi distributions (HDs) and thereby investigate the...

We show how macroeconomic dynamics can be derived from asymmetric information. As an illustration of the utility of this approach we derive the equilibrium density, non-equilibrium densities and the equation of motion for the response to a demand shock for productivity in a simple economy. Novel...

Laboratory experiments have shown that, during a fracture, the breaking of a bond launches a propagating stress wave which may trigger the breaking of other bonds. We examine here the possibility that the same holds on a geophysical scale. Based on a nonextensive approach, we examine whether the...

As a part of the so-called Wheeler program, we present an information theoretic treatment for phase space distributions.

By recourse to information-theory tools, we study aspects of the dynamics of the interaction between a single trapped ion with a laser field. Despite its simplicity the model we use exhibits a broad range of intricate physical effects that are clearly detected by information quantifiers like...

It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann–Gibbs–Shannon and Fisher information measures. Power-law equilibrium distributions are found as a...

By recourse to (i) the Hellmann–Feynman theorem and (ii) the virial one, the information-optimizing principle based on Fisher’s information measure uncovers a Legendre-transform structure associated with Schrödinger’s equation, in close analogy with the structure that lies behind the...