A Jensen-Gini measure of divergence with application in parameter estimation

DOI10.1007/s40300-017-0119-xzbMath1416.62053OpenAlexW2751307231MaRDI QIDQ1640659

Majid Asadi, Omid Kharazmi, Yaser Mehrali

Publication date: 14 June 2018

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-017-0119-x

zbMATH Keywords

estimationgeneralized estimating equationsgeneralized Pareto distributionGini mean differencemeasures of divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Jensen-information generating function and its connections to some well-known information measures ⋮ Jensen-Fisher information and Jensen-Shannon entropy measures based on complementary discrete distributions with an application to Conway's game of life ⋮ Cumulative and relative cumulative residual information generating measures and associated properties ⋮ Cumulative past Fisher information measure and its extensions

Uses Software

• energy

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