The Information Geometric Structure of Generalized Empirical Likelihood Estimators

DOI10.1080/03610920801893657zbMath1318.62118OpenAlexW2017056391MaRDI QIDQ3518496

Tomoaki Nishimura, Fumiyasu Komaki

Publication date: 8 August 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920801893657

zbMATH Keywords

Lagrange dualityminimum divergence estimators\(f\)-divergenceimplied probabilitiesminimum discrepancy estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• Second order efficiency of minimum contrast estimators in a curved exponential family
• Empirical likelihood and general estimating equations
• Differential geometry of curved exponential families. Curvatures and information loss
• Implied Probabilities in GMM Estimators
• Empirical likelihood ratio confidence intervals for a single functional
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Information Theoretic Approaches to Inference in Moment Condition Models
• Divergence Function, Duality, and Convex Analysis
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Convex Analysis

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