The Information Geometric Structure of Generalized Empirical Likelihood Estimators

DOI10.1080/03610920801893657MaRDI QIDQ3518496zbMATH OpenOpenAlexFDO

Authors Tomoaki Nishimura, Fumiyasu Komaki

Publication date 8 August 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920801893657

zbMATH Keywords

\(f\)-divergenceimplied probabilitiesLagrange dualityminimum discrepancy estimatorsminimum divergence estimators

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Measures of information, entropy (94A17)

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Cites work

• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Convex Analysis
• Differential geometry of curved exponential families. Curvatures and information loss
• Divergence Function, Duality, and Convex Analysis
• Empirical likelihood and general estimating equations
• Empirical likelihood ratio confidence intervals for a single functional
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• Implied Probabilities in GMM Estimators
• Information Theoretic Approaches to Inference in Moment Condition Models
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Second order efficiency of minimum contrast estimators in a curved exponential family

Cited in

(1)

• Information geometry of estimating functions in semi-parametric statistical models

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