The extended Bregman divergence and parametric estimation

DOI10.1080/02331888.2022.2070622OpenAlexW3123595777MaRDI QIDQ5089933FDOQ5089933

Authors: Sancharee Basak, Ayanendranath Basu 

Publication date: 15 July 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.09183

zbMATH Keywords

robustnessBregman divergence\(S\)-divergencediscrete modelB-exponential divergenceGSB divergence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (8)

• Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
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• Bayes Risk Error is a Bregman Divergence
• The extended Bregman divergence and parametric estimation in continuous models
• TYPE II TOPP-LEONE INVERSE WEIBULL DISTRIBUTION WITH STATISTICAL PROPERTIES AND APPLICATIONS
• Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• Penalized Bregman divergence for large-dimensional regression and classification

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