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Chapitre D'ouvrage Année : 2014

Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals

Résumé

We study some extensions of the empirical likelihood method, when the Kullback distance is replaced by some general convex divergence or φ-discrepancy. We show that this generalized empirical likelihood method is asymptotically valid for general Hadamard differentiable functionals.
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Dates et versions

hal-01145907 , version 1 (27-04-2015)

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Patrice Bertail, Emmanuelle Gautherat, Hugo Harari-Kermadec. Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals. Michael G. Akritas; S. N. Lahiri; Dimitris N. Politis. Topics in Nonparametric Statistics : Proceedings of the First Conference of the International Society for Nonparametric Statistics, 74, Springer New York, pp.21-32, 2014, Conference proceedings, 978-1-4939-0568-3. ⟨10.1007/978-1-4939-0569-0_3⟩. ⟨hal-01145907⟩
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