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Maximum L\(q\)-likelihood estimation - MaRDI portal

Maximum L\(q\)-likelihood estimation (Q2380087)

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Maximum L\(q\)-likelihood estimation
scientific article

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    title
    Maximum L\(q\)-likelihood estimation (English)
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    DOI
    10.1214/09-AOS687
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    author
    Davide Ferrari
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    Yuhong Yang
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    publication date
    24 March 2010
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    Mathematics Subject Classification ID
    62F10
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    60F05
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    62B10
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    62G32
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    65C60
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    62F12
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    zbMATH DE Number
    5686518
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    zbMATH Keywords
    maximum L\(q\)-likelihood estimation
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    nonextensive entropy
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    asymptotic efficiency
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    exponential family
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    tail probability estimation
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    arXiv ID
    1002.4533
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    OpenAlex ID
    W2951994466
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