Information Theory, Statistical Estimation and Tests

Fisher R.A (1925) Theory of statistical estimation. Proceedings of the Cambridge Philosophical Society, 22, 700-725.

Fisher R.A (1924) The conditions under which ${\chi }^2$ measures the discrepancy between observation and hypothesis. J.R.S.S. vol. 87, 442-450.

Fisher R.A (1922) On the Interpretation of ${\chi }^2$ from Contingency Tables, and the Calculation of $P$. Journal of the Royal Statistical Society, Volume 85, Issue 1, January 1922, Pages 87–94. https://academic.oup.com/jrsssa/article-abstract/85/1/87/7014601

Akaike, H (1973) Information theory and an extension of the likelihood principle. In B.N Petrov and F. Csaki (eds), Proceedings of the Second International Symposium of Information Theory. Budapest: Akademiai Kiado.

Testing Statistical Hypotheses. E.L. Lehmann, Joseph P. Romano

Some History of Optimality. Erich L. Lehmann. Lecture Notes-Monograph Series. Vol. 57, Optimality: The Third Erich L. Lehmann Symposium (2009), pp. 11-17 https://www.jstor.org/stable/30250032

Small Sample Asymptotics. Christopher Field, Elvezio Ronchetti. 1990

Applied Asymptotics: Case Studies in Small-Sample Statistics. A. R. Brazzale, A.C. Davison, N. Reid

Small Sample Asymptotics. Michael A. Fligner. Journal of Educational Statistics. Spring 1988, Volume 13, No. 1, pp. 53-61. https://www.jstor.org/stable/1164951

Information Theory and Statistics. Solomon Kullback. 1959, 1968. https://archive.org/details/informationtheor0000kull/