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May, 2024
推导利默和Holder平均作为多元指数族最大加权似然估计
Deriving Lehmer and Hölder means as maximum weighted likelihood estimates for the multivariate exponential family
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Djemel Ziou, Issam Fakir
TL;DR
在正态单变量指数族的情况下，最近建立了Lehmer和H"older平均家族与加权最大似然估计器之间的联系。本文将这些结果扩展到多变量情况，为这些均值家族提供了概率解释，从而扩大了它们在各种应用中的使用。
Abstract
The links between the
mean families
of
lehmer
and H\"older and the
weighted maximum likelihood estimator
have recently been established in
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