A Proximal Point Algorithm for Minimum Divergence Estimators with Application to Mixture Models
نویسندگان
چکیده
منابع مشابه
A Proximal Point Algorithm for Minimum Divergence Estimators with Application to Mixture Models
Estimators derived from a divergence criterion such as φ−divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called minimum dual φ–divergence estimator (MDφDE), an estimator built using a dual representation of φ–divergences. We present in this paper an iterative proximal point algorithm that permits the calculation of such an estima...
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ژورنال
عنوان ژورنال: Entropy
سال: 2016
ISSN: 1099-4300
DOI: 10.3390/e18080277