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stat.CO2016
Two Iterative Proximal-Point Algorithms for the Calculus of Divergence-based Estimators with Application to Mixture Models
Diaa Al Mohamad, Michel Broniatowski
Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM al…
stat.CO2016
A Proximal Point Algorithm for Minimum Divergence Estimators with Application to Mixture Models
Diaa Al Mohamad, Michel Broniatowski
Estimators derived from a divergence criterion such as divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called…