Statistics – Methodology
Scientific paper
2011-08-03
Statistics
Methodology
Submitted
Scientific paper
In this note we prove the dual representation formula of the divergence between two distributions in a parametric model. Resulting estimators for the divergence as for the parameter are derived. These estimators do not make use of any grouping nor smoothing. It is proved that all differentiable divergences induce the same estimator of the parameter on any regular exponential family, which is nothing else but the MLE.
Broniatowski Michel
No associations
LandOfFree
Minimum divergence estimators, maximum likelihood and exponential families does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Minimum divergence estimators, maximum likelihood and exponential families, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Minimum divergence estimators, maximum likelihood and exponential families will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-663673