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

DOI10.1016/J.SPL.2007.03.005MaRDI QIDQ2643029zbMATH OpenOpenAlexFDO

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

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

bootstrapclassificationbinary regressionBox-Cox transformationK-L divergencecovariate transformationsKLEPoutside the boxsandwich formula

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)

Recommendations

• Parameter estimation based on cumulative Kullback-Leibler divergence
• Nonparametric estimation of Kullback-Leibler information illustrated by evaluating goodness of fit
• A Kullback-Leibler empirical likelihood inference for censored data
• A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
• Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections

Cites work

• scientific article; zbMATH DE number 3822936 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A new family of power transformations to improve normality or symmetry
• An Analysis of Transformations Revisited
• An Analysis of Transformations Revisited, Rebutted
• Asymptotic Statistics
• Asymptotic theory for Box-Cox transformations in linear models.
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Consistent Estimation of Scaled Coefficients
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Mathematical Statistics
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Nonparametric estimators which can be ``plugged-in.
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Statistical Tests Based on Transformed Data
• The Large-Sample Behavior of Transformations to Normality

Cited in

(2)

• Optimality of estimators for misspecified semi-Markov models
• Approximation by log-concave distributions, with applications to regression

This page was built for publication: Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2643029)