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Minimum Penalized ϕ-Divergence Estimation under Model Misspecification
This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized [Formula: see text]-divergence, also known as minimum penalized disparity estimators, to estimate the model parameters. These estimators are shown to converge to a well-defined limit. A...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512848/ https://www.ncbi.nlm.nih.gov/pubmed/33265419 http://dx.doi.org/10.3390/e20050329 |