Projection theorems and estimating equations for power-law models

DOI10.1016/J.JMVA.2021.104734zbMATH Open1467.62086arXiv1905.01434OpenAlexW3131289517WikidataQ113870431 ScholiaQ113870431MaRDI QIDQ2034450FDOQ2034450

M. Ashok Kumar, Atin Gayen

Publication date: 22 June 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: We extend projection theorems concerning Hellinger and Jones et al. divergences to the continuous case. These projection theorems reduce certain estimation problems on generalized exponential models to linear problems. We introduce the notion of regularity for generalized exponential models and show that the projection theorems in this case are similar to the ones in discrete and canonical case. We also apply these ideas to solve certain estimation problems concerning Student and Cauchy distributions.

Full work available at URL: https://arxiv.org/abs/1905.01434

zbMATH Keywords

estimating equationdivergenceCauchy distributionStudent distributionprojection theorempower-law family

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

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Cited In (4)

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