Divergences and duality for estimation and test under moment condition models
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Publication:447621
DOI10.1016/j.jspi.2012.03.013zbMath1253.62016arXiv1002.0730OpenAlexW2964202932MaRDI QIDQ447621
Michel Broniatowski, Amor Keziou
Publication date: 4 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.0730
efficiencydualityempirical likelihoodpower functiongeneralized empirical likelihooddivergence projectionminimum divergence
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
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