Projection Pursuit Through Relative Entropy Minimization

DOI10.1080/03610918.2011.558652zbMath1222.62085arXiv1008.2471OpenAlexW2020957526MaRDI QIDQ3087570

Jacques Touboul

Publication date: 16 August 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.2471

zbMATH Keywords

robustnesselliptical distributionminimum Kullback-Leibler divergence maximization

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• Optimal robust estimates using the Kullback-Leibler divergence
• Parametric estimation and tests through divergences and the duality technique
• Projection pursuit
• On the theory of elliptically contoured distributions
• On the forward and backward algorithms of projection pursuit.
• Asymptotics of graphical projection pursuit
• Optimal robust M-estimators using divergences
• Asymptotic Statistics
• Tail Conditional Expectations for Elliptical Distributions
• Robust Statistics

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