Dual representation of \(\phi\)-divergences and applications.

From MaRDI portal
Revision as of 17:27, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1408180


DOI10.1016/S1631-073X(03)00215-2zbMath1043.62002MaRDI QIDQ1408180

Amor Keziou

Publication date: 15 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)


62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

62B10: Statistical aspects of information-theoretic topics


Related Items

Information-Theoretic Representation Learning for Positive-Unlabeled Classification, A Weighted Bootstrap Procedure for Divergence Minimization Problems, Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation, Conditional Density Estimation with Dimensionality Reduction via Squared-Loss Conditional Entropy Minimization, Inference in ϕ-families of distributions, Robustness of dual divergence estimators for models satisfying linear constraints, Minimum divergence estimators, maximum likelihood and exponential families, Dual divergences estimation for censored survival data, Divergences and duality for estimation and test under moment condition models, On Bayesian estimation via divergences, Semi-supervised learning of class balance under class-prior change by distribution matching, General bootstrap for dual \(\phi\)-divergence estimates, Parametric estimation and tests through divergences and the duality technique, Estimation and tests of independence in copula models via divergences, Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation, Dual divergence estimators of the tail index, Class-prior estimation for learning from positive and unlabeled data, On empirical likelihood for semiparametric two-sample density ratio models, Test of homogeneity in semiparametric two-sample density ratio models, Change-point detection in time-series data by relative density-ratio estimation, New estimates and tests of independence in some copula models



Cites Work