Projection theorems and estimating equations for power-law models
نویسندگان
چکیده
We extend projection theorems concerning Hellinger and Jones et al. divergences to the continuous case. These reduce certain estimation problems on generalized exponential models linear problems. introduce notion of regularity for show that in this case are similar ones discrete canonical also apply these ideas solve Student Cauchy distributions.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2021
ISSN: ['0047-259X', '1095-7243']
DOI: https://doi.org/10.1016/j.jmva.2021.104734