Minimum K_-divergence estimator.

DOI10.1016/S0893-9659(04)90076-6MaRDI QIDQ1764520zbMATH OpenFDO

Authors Teresa E. Pérez, Julio Angel Pardo

Publication date 25 February 2005

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0893-9659(04)90076-6

zbMATH Keywords

\(K_\phi\)-divergenceCategorical dataConsistencyMinimum \(K_\phi\)-divergence estimatorSimulation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A comparison of some estimators of the mixture proportion of mixed normal distributions
• A New Proof of the Pearson-Fisher Theorem
• Asymptotic divergence of estimates of discrete distributions
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• On Information and Sufficiency
• On the convexity of some divergence measures based on entropy functions

Cited in

(10)

• The minimum -divergence estimates with fuzzy observations: Statistical applications
• Minimum (h,)-divergences estimators with weights
• Divergence-based estimation and testing of statistical models of classification
• Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
• An algebraic implicitization and specialization of minimum KL-divergence models
• scientific article; zbMATH DE number 3904488 (Why is no real title available?)
• Estimation of KL Divergence: Optimal Minimax Rate
• Parameter estimation based on cumulative Kullback-Leibler divergence
• Goodness-of-fit tests based on \(K_{\phi }\)-divergence.
• Second-order asymptotic comparison of estimators under φ-divergence loss

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