Asymptotic normality of generalized maximum spacing estimators for multivariate observations

DOI10.1111/SJOS.12436zbMath1457.62169arXiv1904.08625OpenAlexW2994049613MaRDI QIDQ5136969

Kristi Kuljus, B. Ranneby

Publication date: 30 November 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.08625

zbMATH Keywords

consistencyasymptotic normalityconvergence in distributiondivergence measuresconvergence in probabilityKullback-Leibler information measuremaximum spacing estimationnearest neighbor balls

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Some parametric tests based on sample spacings ⋮ Maximum spacing estimation for continuous time Markov chains and semi-Markov processes

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