Minimum divergence estimators, a proof of the duality formula

Abstract : 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.
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https://hal.sorbonne-universite.fr/hal-00613126
Contributor : Michel Broniatowski <>
Submitted on : Saturday, August 6, 2011 - 2:20:30 AM
Last modification on : Wednesday, March 21, 2018 - 6:56:47 PM
Long-term archiving on : Monday, November 7, 2011 - 2:20:29 AM

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  • HAL Id : hal-00613126, version 3

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Michel Broniatowski. Minimum divergence estimators, a proof of the duality formula. 2011. ⟨hal-00613126v3⟩

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