49 citations · 128 across the 31 of their papers we have counts for
5 papers · 1 filter
Minimum divergence estimators, maximum likelihood and exponential families
Michel Broniatowski
In this note we prove the dual representation formula of the divergence between two distributions in a parametric model. Resulting estimators for the divergence as for the paramete…
Decomposable Pseudodistances and Applications in Statistical Estimation
Michel Broniatowski, Aida Toma, Igor Vajda
The aim of this paper is to introduce new statistical criterions for estimation, suitable for inference in models with common continuous support. This proposal is in the direct lin…
Towards zero variance estimators for rare event probabilities
Michel Broniatowski, Virgile Caron
Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{…
An estimation method for the chi-square divergence with application to test of hypotheses
Michel Broniatowski, Samantha Leorato
We propose a new definition of the chi-square divergence between distributions. Based on convexity properties and duality, this version of the χ^2 is well suited both for the class…
Upper bounds for the error in some interpolation and extrapolation designs
Michel Broniatowski, Giorgio Celant, Marco Di Battista +1
This paper deals with probabilistic upper bounds for the error in functional estimation defined on some interpolation and extrapolation designs, when the function to estimate is su…