메뉴 건너뛰기




Volumn 13, Issue , 2014, Pages 666-675

Statistical functionals consistent with a weak relative majorization ordering: Applications to the mimimum divergence estimation

Author keywords

Convex function; Dissimilarity; Divergence measure; Estimation; Inequality; Majorization; Statistical functional

Indexed keywords

FUNCTIONS; STATISTICS;

EID: 84912575207     PISSN: 11092769     EISSN: 22242880     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (3)

References (26)
  • 1
    • 0001199215 scopus 로고
    • A general class of coefficients of divergence of one distribution from another
    • Ali, S., M., Silvey, S.,D., A general class of coefficients of divergence of one distribution from another, Journal of the Royal Statistical Society, 28 (1), 1966, pp. 131-142.
    • (1966) Journal of the Royal Statistical Society , vol.28 , Issue.1 , pp. 131-142
    • Ali, S.M.1    Silvey, S.D.2
  • 2
    • 0000204608 scopus 로고
    • Minimum Hellinger distance estimates for parametric models
    • Beran, R., Minimum Hellinger distance estimates for parametric models, The Annals of Statistics, 5(3), 1977, pp. 445-463.
    • (1977) The Annals of Statistics , vol.5 , Issue.3 , pp. 445-463
    • Beran, R.1
  • 4
    • 0000283881 scopus 로고
    • Minimum Chi-square not maximum likelihood!
    • Berkson, J., Minimum Chi-square, not maximum likelihood!, The annals of Statistics 8 (3), 1980, pp. 457-487.
    • (1980) The Annals of Statistics , vol.8 , Issue.3 , pp. 457-487
    • Berkson, J.1
  • 6
    • 33646495083 scopus 로고    scopus 로고
    • An estimation method for the Neyman chi-square divergence with application to test of hypotheses
    • Broniatowskia, B., Leorato, S., An estimation method for the Neyman chi-square divergence with application to test of hypotheses, Journal of multivariate analysis 97, 2006, pp. 1409-1436.
    • (2006) Journal of Multivariate Analysis , vol.97 , pp. 1409-1436
    • Broniatowskia, B.1    Leorato, S.2
  • 9
    • 0002776190 scopus 로고
    • Stochastic dominance and moments of distributions
    • Fishburn, P., C., Stochastic dominance and moments of distributions, Math, Oper. Res. 5, 1980, pp. 94-100.
    • (1980) Math, Oper. Res , vol.5 , pp. 94-100
    • Fishburn, P.C.1
  • 11
    • 0000600466 scopus 로고
    • Some simple inequalities satisfied by convex functions
    • Hardy, G.,H., Littlewood, J.,E., Pòlya, G., Some simple inequalities satisfied by convex functions, Messenger of Math. 58, 1929, pp. 145-152.
    • (1929) Messenger of Math , vol.58 , pp. 145-152
    • Hardy, G.H.1    Littlewood, J.E.2    Pòlya, G.3
  • 13
    • 0142103063 scopus 로고
    • On the use of minimum chisquare estimation
    • Kanji, H.,On the use of Minimum Chisquare estimation, The Statistician, 32, 1983, pp. 379-394.
    • (1983) The Statistician , vol.32 , pp. 379-394
    • Kanji, H.1
  • 14
    • 0000671255 scopus 로고
    • Sur une inègalitè relative aux functions convexes
    • Karamata, J., Sur une inègalitè relative aux functions convexes, Publ. Math. Univ. Belgrade, 1, 1932, pp. 145-148.
    • (1932) Publ. Math. Univ. Belgrade , vol.1 , pp. 145-148
    • Karamata, J.1
  • 15
    • 85014969101 scopus 로고
    • Generalized convex functions
    • Karlin, S., Novikoff, A., Generalized convex functions, Pacific J. Math., 13, 1963, pp. 173-180.
    • (1963) Pacific J. Math , vol.13 , pp. 173-180
    • Karlin, S.1    Novikoff, A.2
  • 17
    • 84912526295 scopus 로고    scopus 로고
    • Divergence measures and weak majorization in estimations problems
    • ed.J. Balicki
    • Lando, T. Bertoli-Barsotti, L., Divergence measures and weak majorization in estimations problems, Advanced in Applied and pure mathematics (ed.J. Balicki), 2014, pp.152-157.
    • (2014) Advanced in Applied and Pure Mathematics , pp. 152-157
    • Lando, T.1    Bertoli-Barsotti, L.2
  • 19
    • 84888265445 scopus 로고    scopus 로고
    • On the chi square and higher-order chi distances for approximating f-divergences
    • Nielsen, F., Nock, R., On the Chi square and higher-order Chi distances for approximating f-divergences, IEEE Signal Processing Letters 21(1), 2013.
    • (2013) IEEE Signal Processing Letters , vol.21 , Issue.1
    • Nielsen, F.1    Nock, R.2
  • 20
    • 84912143945 scopus 로고    scopus 로고
    • Portfolio problems based on returns Consistent with investor's preferences
    • ed.J. Balicki
    • Ortobelli, S., Petronio, F., Lando, T., Portfolio problems based on returns Consistent with investor's preferences, Advanced in Applied and pure mathematics (ed.J. Balicki), 2014, pp.283-290.
    • (2014) Advanced in Applied and Pure Mathematics , pp. 283-290
    • Ortobelli, S.1    Petronio, F.2    Lando, T.3
  • 21
    • 84912143945 scopus 로고    scopus 로고
    • Multivariate stochastic dominance among different financial markets
    • ed.J. Balicki
    • Ortobelli, S.,Petronio, F., Tichy, T., Multivariate stochastic dominance among different financial markets, Advanced in Appllied and pure mathematics (ed.J. Balicki), 2014, pag.283-290.
    • (2014) Advanced in Appllied and Pure Mathematics , pp. 283-290
    • Ortobelli, S.1    Petronio, F.2    Tichy, T.3
  • 22
    • 0000937145 scopus 로고
    • On the representation of doubly stochatic operators
    • Ryff, J., V., On the representation of doubly stochatic operators, Pacif. J. Math, 13, 1963, pp. 1379-1386.
    • (1963) Pacif. J. Math , vol.13 , pp. 1379-1386
    • Ryff, J.V.1
  • 23
    • 0000167105 scopus 로고
    • Minimum hellinger estimation for the analysis of count data
    • Simpson, D., Minimum Hellinger estimation for the analysis of count data, Journal of the American Statistical Association, 82, No 399, 1987 pp. 802-807.
    • (1987) Journal of the American Statistical Association , vol.82 , Issue.399 , pp. 802-807
    • Simpson, D.1
  • 24
    • 38149146022 scopus 로고
    • Some recent developments on majorization inequalities in probability and statistics
    • Tong, Y., V., Some recent developments on majorization inequalities in Probability and Statistics, Linear Algebra and its Applications, 199, 1994, pp. 69-90.
    • (1994) Linear Algebra and Its Applications , vol.199 , pp. 69-90
    • Tong, Y.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.