Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
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DOI: 10.1007/BF02915433
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- Jian-Jian Ren, 2001. "Weighted Empirical Likelihood Ratio Confidence Intervals for the Mean with Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 498-516, September.
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Cited by:
- K. Dedecius & V. Sečkárová, 2013. "Centralized Bayesian reliability modelling with sensor networks," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, vol. 19(5), pages 471-482.
- David R. Bickel, 2013. "Minimax-Optimal Strength of Statistical Evidence for a Composite Alternative Hypothesis," International Statistical Review, International Statistical Institute, vol. 81(2), pages 188-206, August.
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Keywords
Euler-Lagrange equations; relative entropy; mixture distributions; weighted likelihood;All these keywords.
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