M.D.I. estimation via unconstrained convex programming
作者:
P. L. Brockett,
A. Charnes,
W. W Cooper,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1980)
卷期:
Volume 9,
issue 3
页码: 223-234
ISSN:0361-0918
年代: 1980
DOI:10.1080/03610918008812151
出版商: Marcel Dekker, Inc.
关键词: minimum discrimination information estimation;information theory;unconstrained dual geometric program;contingency tables
数据来源: Taylor
摘要:
A method is presented for obtaining minimum discrimination information (M.D.I.) estimates of probability distributions. This involves using an extremal principle of Charnes and Cooper (1974) and, viewing M.D.I, estimation in a dual convex programming framework. The resulting dual convex program is unconstrained and involves only exponential and linear terms, and hence is easily
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