49 citations · 92 across the 7 of their papers we have counts for
9 papers
Uniform minimum risk equivariant estimates for moment condition models
Michel Broniatowski, Jana Jurečková, Amor Keziou
We consider semiparametric moment condition models invariant to transformation groups. The parameter of interest is estimated by minimum empirical divergence approach, introduced b…
Semiparametric estimation of mutual information and related criteria : optimal test of independence
Amor Keziou, Philippe Regnault
We derive independence tests by means of dependence measures thresholding in a semiparametric context. Precisely, estimates of phi-mutual informations, associated to phi-divergence…
New Entropy Estimator with an Application to Test of Normality
Salim Bouzebda, Issam Elhattab, Amor Keziou +1
In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are…
Minimization of divergences on sets of signed measures
Michel Broniatowski, Amor Keziou
We consider the minimization problem of -divergences between a given probability measure and subsets of the vector space of all signed finite m…
Divergences and Duality for Estimation and Test under Moment Condition Models
Michel Broniatowski, Amor Keziou
We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical…
Parametric estimation and tests through divergences and duality technique
Michel Broniatowski, Amor Keziou
We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for di…