Parameter estimation by minimizing a probability generating function-based power divergence

DOI10.1080/03610918.2018.1468462OpenAlexW2889275677WikidataQ129322358 ScholiaQ129322358MaRDI QIDQ5087966

Seow Yian Tay, Choung Min Ng, Seng Huat Ong

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1468462

zbMATH Keywords

probability generating functionHellinger distanceM-estimationdensity power divergenceJeffreys' divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Cites Work

• Minimum Hellinger distance estimates for parametric models
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• Probability Generating Function Based Jeffrey's Divergence for Statistical Inference
• Goodness of fit for the poisson distribution based on the probability generating function
• International Encyclopedia of Statistical Science
• Robust and efficient estimation by minimising a density power divergence
• Estimating parameters for discrete distributions via the empirical probability generating function
• A Bivariate Generalization of the Noncentral Negative Binomial Distribution
• Parameter Estimation for Discrete Distributions by Generalized Hellinger-Type Divergence Based on Probability Generating Function
• Robust Estimation of a Location Parameter
• On Information and Sufficiency
• An invariant form for the prior probability in estimation problems

This page was built for publication: Parameter estimation by minimizing a probability generating function-based power divergence