Statistical analysis of distance estimators with density differences and density ratios
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Publication:296447
DOI10.3390/E16020921zbMATH Open1338.62106OpenAlexW1981637443MaRDI QIDQ296447FDOQ296447
Takafumi Kanamori, Masashi Sugiyama
Publication date: 15 June 2016
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e16020921
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Cites Work
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Inferences for case-control and semiparametric two-sample density ratio models
- Robust Truncated Hinge Loss Support Vector Machines
- Direct importance estimation for covariate shift adaptation
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Robust and efficient estimation by minimising a density power divergence
- Title not available (Why is that?)
- Robust parameter estimation with a small bias against heavy contamination
- Proper local scoring rules
- Proper Scores for Probability Forecasters
- Information Geometry of U-Boost and Bregman Divergence
- Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
- $f$-Divergence Estimation and Two-Sample Homogeneity Test Under Semiparametric Density-Ratio Models
- Entropy and divergence associated with power function and the statistical application
Cited In (6)
- Outlier-robust parameter estimation for unnormalized statistical models
- A stand-alone analysis of quasidensity
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Least informative distributions in maximum \(q\)-log-likelihood estimation
- Estimating the Encounter Rate Variance in Distance Sampling
- Estimating number density \(N_V\) -- a comparison of an improved Saltykov estimator and the disector method.
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