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math.ST2024
Deriving Lehmer and Hölder means as maximum weighted likelihood estimates for the multivariate exponential family
Djemel Ziou, Issam Fakir
The links between the mean families of Lehmer and Hölder and the weighted maximum likelihood estimator have recently been established in the case of a regular univariate exponentia…
math.ST2024
Centrality Estimators for Probability Density Functions
Djemel Ziou
In this report, we explore the data selection leading to a family of estimators maximizing a centrality. The family allows a nice properties leading to accurate and robust probabil…