Deriving Lehmer and H\"older means as maximum weighted likelihood estimates for the multivariate exponential family

arXiv:2405.00964v1 Announce Type: cross
Abstract: The links between the mean families of Lehmer and H\"older and the weighted maximum likelihood estimator have recently been established in the case of a regular univariate exponential family. In this article, we will extend the outcomes obtained to the multivariate case. This extension provides a probabilistic interpretation of these families of means and could therefore broaden their uses in various applications.

abstract article arxiv case cs.lg estimator families family likelihood math.st maximum mean multivariate stat.th type will