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Journal Article

Minimum disparity estimators for discrete and continuous models

Menéndez M. L., Pardo L., Vajda Igor

: Applications of Mathematics vol.46, 6 (2001), p. 439-466

: AV0Z1075907

: IAA1075101, GA AV ČR

: divergence, disparity, minimum disparity estimators

(eng): Disparities of discrete distributions are introduced as a natural and useful extension of the information-theoretic divergences. The minimum disparity point estimators are studied in regular discrete models with i.i.d. observations and their asymptotic efficiency of the first order, in the sense of Rao, is proved. These estimators are applied to continuous models with i.i.d. observations when the observation space is quantized by fixed points, or at random, by the sample quantiles of fixed orders.

: 12B

: BB

07.01.2019 - 08:39