Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints

DOI10.1007/BF02915433zbMath1093.62011OpenAlexW2001455389MaRDI QIDQ2495329

James V. Zidek, Xiao-Gang Wang

Publication date: 5 July 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02915433

zbMATH Keywords

Euler-Lagrange equationsrelative entropyKullback-Leibler divergenceweighted likelihoodmixture distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Unnamed Item ⋮ Weighted Maximum Likelihood for Parameters Learning Based on Noisy Labels in Discrete Hidden Markov Models ⋮ Centralized Bayesian reliability modelling with sensor networks ⋮ Weighted empirical likelihood inference for multiple samples ⋮ A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons

Cites Work

• Simultaneous estimation of Poisson means under entropy loss
• Empirical Bayes estimation of the multivariate normal covariance matrix
• I-divergence geometry of probability distributions and minimization problems
• Expected information as ecpected utility
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Weighted likelihood estimating equations: The discrete case with applications to logistic regression
• Asymptotic properties of maximum weighted likelihood estimators.
• Estimation of scale parameter under entropy loss function
• Selecting likelihood weights by cross-validation
• A generalized predictive criterion for model selection
• Compromise Maximum Likelihood Estimators for Location
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Weighted Likelihood Equations with Bootstrap Root Search
• Semiparametric Regression in Likelihood-Based Models
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• The weighted likelihood
• Semiparametric Regression Functionals
• Robust Estimation: A Weighted Maximum Likelihood Approach
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Direct methods in the calculus of variations
• Weighted empirical likelihood ratio confidence intervals for the mean with censored data
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints