Least informative distributions in maximum \(q\)-log-likelihood estimation
From MaRDI portal
Publication:2153174
DOI10.1016/j.physa.2018.06.004OpenAlexW2770727668MaRDI QIDQ2153174
Mehmet Niyazi Çankaya, Jan Korbel
Publication date: 1 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.05840
Fisher informationrobust estimationscore functionsleast informative distributionsmaximum \(q\)-log-likelihood
Related Items (4)
Parameter identification for mixed fractional Brownian motions with the drift parameter ⋮ DERIVATIVES BY RATIO PRINCIPLE FOR q-SETS ON THE TIME SCALE CALCULUS ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ A bimodal Weibull distribution: properties and inference
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Log-determinant divergences revisited: alpha-beta and gamma log-det divergences
- Statistical analysis of distance estimators with density differences and density ratios
- Duality of maximum entropy and minimum divergence
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization
- Entropy and divergence associated with power function and the statistical application
- Families of alpha-, beta- and gamma-divergences: flexible and robust measures of similarities
- Entropies based on fractional calculus
- A two-parameter generalization of Shannon-Khinchin axioms and the uniqueness theorem
- Redescending \(M\)-estimators
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- On \(q\)-non-extensive statistics with non-Tsallisian entropy
- On statistical properties of Jizba-Arimitsu hybrid entropy
- Computational proximity. Excursions in the topology of digital images
- Maximum L\(q\)-likelihood estimation
- Several Applications of Divergence Criteria in Continuous Families
- Robust estimation through estimating equations
- Law of Error in Tsallis Statistics
- Counting probability distributions: Differential geometry and model selection
- Regularization Parameter Selections via Generalized Information Criterion
- Hessian Structures and Divergence Functions on Deformed Exponential Families
- Robust Estimation of a Location Parameter
- Generalized information functions
- Robust Estimates of Location: Survey and Advances
- An Optimum Property of Regular Maximum Likelihood Estimation
- Cumulative Frequency Functions
- Robust Statistics
This page was built for publication: Least informative distributions in maximum \(q\)-log-likelihood estimation
