Minimum divergence estimators, maximum likelihood and exponential families

Michel Broniatowski

Statistics & Probability Letters, 2014, vol. 93, issue C, 27-33

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: Statistical divergence; Minimum divergence estimator; Maximum likelihood; Exponential family (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715214002168
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:93:y:2014:i:c:p:27-33

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2014.06.014

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().