The information geometric structure of generalized empirical likelihood estimators

Communications in Statistics - Theory and Methods

Volumn 37, Issue 12, 2008, Pages 1867-1879

  Nishimura, Tomoaki ^a   Komaki, Fumiyasu ^b  

^a Sanno Grand Bldg   (Japan)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

f divergence; Implied probabilities; Lagrange duality; Minimum discrepancy estimators; Minimum divergence estimators

Indexed keywords

COMPUTATIONAL GEOMETRY; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

IMPLIED PROBABILITIES; LAGRANGE DUALITY; MINIMUM DISCREPANCY ESTIMATORS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 42149089840     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920801893657     Document Type: Article

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