Dual representation of \(\phi\)-divergences and applications.
From MaRDI portal
Publication:1408180
DOI10.1016/S1631-073X(03)00215-2zbMath1043.62002MaRDI QIDQ1408180
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
Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation, 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, 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