Minimum Penalized ϕ-Divergence Estimation under Model Misspecification
This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized ϕ -divergence, also known as minimum penalized disparity estimators, to estimate the model parameters. These estimators are shown to converge to a well-defined limit. An application...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/20/5/329 |