Generalized maximum likelihood estimates for exponential families

DOI10.1007/s00440-007-0084-zzbMath1133.62039OpenAlexW2121114014MaRDI QIDQ2480827

Imre Csiszár, František Matúš

Publication date: 3 April 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0084-z

zbMATH Keywords

Exponential familyMaximum likelihoodKullback-Leibler information divergenceLog-convexityAccessible faceConvex corePartial meanVariation distance closure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic measure theory (60A10)

Related Items (14)

On limiting towards the boundaries of exponential families ⋮ On conditional independence and log-convexity ⋮ Conditional inference of Poisson models and information geometry: an ancillary review ⋮ The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models ⋮ Maximum likelihood estimation in log-linear models ⋮ Optimally approximating exponential families ⋮ Generalized maximum likelihood estimates for exponential families ⋮ Support sets in exponential families and oriented matroid theory ⋮ Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Maximizing the Divergence from a Hierarchical Model of Quantum States ⋮ Maximizing the Bregman divergence from a Bregman family

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Closures of exponential families
• Polyhedral conditions for the nonexistence of the MLE for hierarchical log-linear models
• Generalized maximum likelihood estimates for exponential families
• On Information Closures of Exponential Families: A Counterexample
• Information projections revisited
• Convex cores of measures on R d
• Convex Analysis

This page was built for publication: Generalized maximum likelihood estimates for exponential families