Parametric estimation and tests through divergences and the duality technique

DOI10.1016/j.jmva.2008.03.011zbMath1151.62023arXiv0811.3705OpenAlexW2063181603MaRDI QIDQ958904

Amor Keziou, Michel Broniatowski

Publication date: 10 December 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.3705

zbMATH Keywords

mixturedualitymaximum likelihoodpower functionFenchel duality\(\phi\)-divergenceparametric estimationboundary valued parameterparametric test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10)

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