A unifying framework for some directed distances in statistics

M Broniatowski, W Stummer - Handbook of Statistics, 2022 - Elsevier
Density-based directed distances—particularly known as divergences—between probability
distributions are widely used in statistics as well as in the adjacent research fields of …

A precise bare simulation approach to the minimization of some distances. I. Foundations

M Broniatowski, W Stummer - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
In information theory—as well as in the adjacent fields of statistics, machine learning,
artificial intelligence, signal processing and pattern recognition—many flexibilizations of the …

Inference in parametric models with many L-moments

L Alvarez, C Chiann, P Morettin - arXiv preprint arXiv:2210.04146, 2022 - arxiv.org
L-moments are expected values of linear combinations of order statistics that provide robust
alternatives to traditional moments. The estimation of parametric models by matching …

Semiparametric two-component mixture models when one component is defined through linear constraints

D Al Mohamad, A Boumahdaf - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
We propose a structure of a semiparametric two-component mixture model when one
component is parametric and the other is defined through linear constraints on either its …

Minimum divergence estimators, maximum likelihood and the generalized bootstrap

M Broniatowski - Entropy, 2021 - mdpi.com
Entropy | Free Full-Text | Minimum Divergence Estimators, Maximum Likelihood and the
Generalized Bootstrap Next Article in Journal Statistical Inference of Truncated Normal …

A precise bare simulation approach to the minimization of some distances. II. Further Foundations

M Broniatowski, W Stummer - arXiv preprint arXiv:2402.08478, 2024 - arxiv.org
The constrained minimization (respectively maximization) of directed distances and of
related generalized entropies is a fundamental task in information theory as well as in the …

Revenues and welfare in auctions with information release

N Schweizer, N Szech - Journal of Economic Theory, 2017 - Elsevier
This paper studies information release in symmetric, independent private value auctions
with multiple objects and unit demand. We compare effects on welfare to those on the …

A weighted bootstrap procedure for divergence minimization problems

M Broniatowski - Analytical Methods in Statistics: AMISTAT, Prague …, 2017 - Springer
Sanov-type results hold for some weighted versions of empirical measures, and the rates for
those Large Deviation principles can be identified as divergences between measures, which …

Inference in Parametric and Semi‐parametric Models: The Divergence‐based Approach

M Broniatowski - Statistical Topics and Stochastic Models for …, 2020 - Wiley Online Library
This chapter reviews the basic features of statistical inference in parametric and semi‐
parametric models through duality techniques in the realm of divergence‐based methods. It …

Estimation of parametric and semiparametric mixture models using phi-divergences

DA Mohamad - arXiv preprint arXiv:1611.07247, 2016 - arxiv.org
The study of mixture models constitutes a large domain of research in statistics. In the first
part of this work, we present phi-divergences and the existing methods which produce …