Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints

Xiaogang Wang and James Zidek

Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 4, 687-701

Keywords: Euler-Lagrange equations; relative entropy; mixture distributions; weighted likelihood (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/BF02915433

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