Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections

DOI10.1016/j.spl.2007.03.005zbMath1116.62001MaRDI QIDQ2643029

Kjell A. Doksum, Ji Hoon Kim, Elias Chaibub Neto, Akichika Ozeki

Publication date: 23 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.005

zbMATH Keywords

classification; bootstrap; Box-Cox transformation; binary regression; K-L divergence; covariate transformations; KLEP; outside the box; sandwich formula

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62A01: Foundations and philosophical topics in statistics

62B10: Statistical aspects of information-theoretic topics

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