Article ID Journal Published Year Pages File Type
1151501 Statistics & Probability Letters 2014 7 Pages PDF
Abstract

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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Minimum divergence estimators, maximum likelihood and exponential families
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