Preliminary Phi-divergence test estimator for multinomial probabilities

DOI10.1016/j.csda.2005.02.006zbMath1445.62115OpenAlexW2010936528MaRDI QIDQ959268

Arjun K. Gupta, Leandro Pardo, Truc T. Nguyen

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.02.006

zbMATH Keywords

shrinkage estimatorasymptotic distributional riskrestricted estimatorpositive-rule shrinkage estimatorunrestricted estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Nonparametric estimation of location parameter after a preliminary test on regression
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Estimation of multinomial probabilities under a model constraint
• Asymptotic divergence of estimates of discrete distributions
• On the estimation by the minimum distance method
• A New Proof of the Pearson-Fisher Theorem
• Minimum divergence estimators based on grouped data

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