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estimator. 2.2 Minimum Contrast Estimator and Estimating Equations. Let ρ(X, θ) be a contrast (discrepancy) function. Define. D(θ0,θ) = Eθ0 ρ(X, θ), where θ0 ...
This paper, which we dedicate to Lucien Le Cam for his seventieth birthday, has been written in the spirit of his pioneering works on the relationships ...
Mar 27, 2014 · 1 Answer 1 ... is the Kullback-Leibler distance (or information divergence) (or relative entropy) between the two densities. That this is non- ...
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In this paper we propose a new model fitting procedure to estimate the second-order parameters for a class of inhomo- geneous spatial point processes called ...
This paper presents the results on consistency and asymptotic normality of a class of minimum contrast estimators for random processes with short- or ...
the sieve S. One purpose of this paper is to generalize the preceding upper bound (1.1) to further minimum contrast estimators including maximum ...
Mar 8, 1993 · We shall present here a general study of minimum contrast estimators in a nonparametric setting (although our results are also valid in the ...
Dec 5, 2018 · In this paper we approximate g(λ) by a parametric family f θ(λ) and propose a minimum contrast estimator θ ^ which minimizes D ( f θ , g ^ N ) = ...
Minimum contrast estimator, nonlinear regression, least square estimate, generalized regression, link function, maximum likelihood estimate, law of large.