On Bayesian Estimation via Divergences
In this Note we introduce a new methodology for Bayesian inference through the use of $ϕ$-divergences and the duality technique. The asymptotic laws of the estimates are established.
math.ST↗
arXiv subjects
Mohamed Cherfi
Publications and source records attributed to Mohamed Cherfi.
General bootstrap for dual phi-divergence estimates
A general notion of bootstrapped $ϕ$-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped $ϕ$-divergence estimates are obtained, by mean of the empirical process theory, which are applied to construct the bootstrap confidence set with asymptotically correct coverage probability. Some of practical problems are discussed, including in particular, the choice of escort parameter and several examples of divergences are investigated. Simulation results are provided to illustrate the finite sample performance of the proposed estimators.
math.ST↗
Dual $ϕ$-divergences estimation in normal models
A class of robust estimators which are obtained from dual representation of $ϕ$-divergences, are studied empirically for the normal location model. Members of this class of estimators are compared, and it is found that they are efficient at the true model and offer an attractive alternative to the maximum likelihood, in term of robustness .
stat.CO↗
Dual divergences estimation for censored survival data
This paper is devoted to robust estimation based on dual divergences estimators for parametric models in the framework of right censored data. We give limit laws of the proposed estimators and examine their asymptotic properties through a simulation study.
math.ST↗
Large Deviations Theorems in Nonparametric Regression on Functional Data
In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems with good rate functions.
math.ST↗