Minimum disparity estimators for discrete and continuous models.
type: Item
instance of: scholarly article
title: Minimum disparity estimators for discrete and continuous models.
zbMATH Open document ID: 1059.62001
DOI: 10.1023/A:1013764612571
author: Leandro Pardo
author: M. Luisa Menendez
author: Domingo Morales
author: Igor Vajda
published in: Applications of Mathematics
publication date: 2005-04-19T00:00:00Z
full work available at URL: https://eudml.org/doc/33096
review text: The paper presents a concept of minimum disparity estimators. The idea starts with \(D_{\varphi }(p;q)=\sum _{i=1}^nq_i\varphi(p_i/q_i)\), called \(\varphi \)-disparity of \(p\) and \(q\), provided \(\varphi \) is unimodal with zero-minimum in \(1\), two-times differentiable, and convex about \(1\). The authors are proving strong consistency of minimum \(\varphi \)-disparity estimators. The explained theory is supplied with examples, and applications to discrete and continuous models are also discussed.
reviewed by: Petr Lachout
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 2158718
zbMATH Keywords: divergence
zbMATH Keywords: disparity
zbMATH Keywords: minimum disparity estimators
zbMATH Keywords: robustness
zbMATH Keywords: asymptotic efficiency
MaRDI profile type: Publication
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OpenAlex ID: W114407283
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description: scientific article; zbMATH DE number 2158718