Minimum divergence estimators, maximum likelihood and exponential families

DOI10.1016/j.spl.2014.06.014zbMath1400.62045arXiv1108.0772OpenAlexW2134371283MaRDI QIDQ395956

Michel Broniatowski

Publication date: 8 August 2014

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

Full work available at URL: https://arxiv.org/abs/1108.0772

zbMATH Keywords

maximum likelihoodexponential familyminimum divergence estimatorstatistical divergence

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Gamma process-based models for disease progression ⋮ Notes on consistency of some minimum distance estimators with simulation results ⋮ Towards a better understanding of the dual representation of phi divergences ⋮ Projection theorems and estimating equations for power-law models ⋮ General bootstrap for dual \(\phi\)-divergence estimates

Cites Work

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• Goodness-of-fit statistics for discrete multivariate data
• Dual representation of \(\phi\)-divergences and applications.
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Several Applications of Divergence Criteria in Continuous Families
• Minimization of φ-divergences on sets of signed measures
• On Divergences and Informations in Statistics and Information Theory

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