Minimum divergence estimators, maximum likelihood and exponential families

DOI10.1016/j.spl.2014.06.014zbMath1400.62045arXiv1108.0772MaRDI 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 likelihood; exponential family; minimum divergence estimator; statistical divergence

Mathematics Subject Classification ID

62F10: Point estimation

62B10: Statistical aspects of information-theoretic topics

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dual divergence estimators and tests: robustness results
• Parametric estimation and tests through divergences and the duality technique
• 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