Generalized maximum likelihood estimates for exponential families

DOI10.1007/s00440-007-0084-zzbMath1133.62039MaRDI QIDQ2480827

František Matúš, Imre Csiszár

Publication date: 3 April 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0084-z

zbMATH Keywords

Exponential family; Maximum likelihood; Kullback-Leibler information divergence; Log-convexity; Accessible face; Convex core; Partial mean; Variation distance closure

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60A10: Probabilistic measure theory

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Cites Work

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