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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...

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Detalles Bibliográficos
Autores principales: Alba-Fernández, M. Virtudes, Jiménez-Gamero, M. Dolores, Ariza-López, F. Javier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
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