Minimum divergence estimators, maximum likelihood and exponential families

The dual representation formula of the divergence between two distributions in a parametric model is presented. Resulting estimators do not make use of any grouping or smoothing. For smooth divergences they all coincide with the MLE on any regular exponential family.

Gespeichert in:
Autor*in:

Broniatowski, Michel [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2014

Schlagwörter:

Exponential family

Maximum likelihood

Statistical divergence

Minimum divergence estimator

Umfang:

7

Übergeordnetes Werk:

Enthalten in: Third dose of COVID-19 mRNA vaccine appears to overcome vaccine hyporesponsiveness in patients with cirrhosis - John, Binu V. ELSEVIER, 2022, Amsterdam

Übergeordnetes Werk:

volume:93 ; year:2014 ; pages:27-33 ; extent:7

Links:

Volltext

DOI / URN:

10.1016/j.spl.2014.06.014

Katalog-ID:

ELV022429417

Nicht das Richtige dabei?

Schreiben Sie uns!