A Characterization of All Single-Integral, Non-Kernel Divergence Estimators

DOI10.1109/TIT.2019.2937527MaRDI QIDQ5211552zbMATH OpenOpenAlexFDO

Authors Soham Jana, Ayanendranath Basu

Publication date 28 January 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2019.2937527

Mathematics Subject Classification ID

Density estimation (62G07) Measures of information, entropy (94A17)

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(6)

• Robust inference using the exponential-polynomial divergence
• Robust statistical inference based on the \(C\)-divergence family
• The extended Bregman divergence and parametric estimation
• Robust density power divergence estimates for panel data models
• Relationship between Hölder divergence and functional density power divergence: intersection and generalization
• Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods

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