Minimum divergence estimators, a proof of the duality formula
Résumé
This note provides a simple proof of the dual representation of the divergence between two distributions in a parametric model in the vein of Liese and Vajda (2006) and Broniatowski and Kéziou (2006). Resulting estimators for the divergence as for the parameter are derived. These estimators do not make use of any grouping nor smoothing.
Domaines
Méthodologie [stat.ME]| Origine | Fichiers produits par l'(les) auteur(s) |
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