Minimum \(f\)-divergence estimators and quasi-likelihood functions

DOI10.1007/BF00058640zbMath0761.62028OpenAlexW2042411170MaRDI QIDQ1206652

Paul W. Vos

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00058640

zbMATH Keywords

maximum likelihood estimatorexponential familygeneralized linear modelspower divergencemaximum quasi-likelihood estimatorminimum chi-square estimatorAmari's dual geometrieslog- likelihoodminimum \(f\)- divergence estimators

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10) Local differential geometry (53B99)

Related Items (6)

Quasi-likelihood or extended quasi-likelihood? An information-geometric approach ⋮ Some information theoretic ideas useful in statistical inference ⋮ Likelihood-based measures of influence for generalized linear models ⋮ New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes ⋮ On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations ⋮ On preferred point geometry in statistics

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