Minimum \(K_\phi\)-divergence estimator.

DOI10.1016/S0893-9659(04)90076-6zbMath1081.62001MaRDI QIDQ1764520

Teresa E. Pérez, Julio Angel Pardo

Publication date: 25 February 2005

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

SimulationCategorical dataConsistency\(K_\phi\)-divergenceMinimum \(K_\phi\)-divergence estimator

Mathematics Subject Classification ID

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

Related Items (3)

Second-order asymptotic comparison of estimators under φ-divergence loss ⋮ Minimum \(K_\phi\)-divergence estimators for multinomial models and applications ⋮ Unnamed Item

Cites Work

• A comparison of some estimators of the mixture proportion of mixed normal distributions
• Asymptotic divergence of estimates of discrete distributions
• On the convexity of some divergence measures based on entropy functions
• A New Proof of the Pearson-Fisher Theorem
• On Information and Sufficiency
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