Several applications of divergence criteria in continuous families
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Publication:2919488
Abstract: This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese & Vajda (2006) and independently Broniatowski & Keziou (2006), called here power superdivergence estimators, (ii) by Broniatowski & Keziou (2009), called here power subdivergence estimators, (iii) by Basu et al. (1998), called here power pseudodistance estimators, and (iv) by Vajda (2008) called here Renyi pseudodistance estimators. The paper studies and compares general properties of these estimators such as consistency and influence curves, and illustrates these properties by detailed analysis of the applications to the estimation of normal location and scale.
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- scientific article; zbMATH DE number 3890518
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- Some universal insights on divergences for statistics, machine learning and artificial intelligence
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