Estimators based on sample quantiles using (h,phi)-entropy measures
A point estimation procedure based on the maximum entropy principle for (h, phi) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic a...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1998 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/57814 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/57814 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.234 Maximum entropy principle (h phi)-entropy Point estimator Goodness-of-fit Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | A point estimation procedure based on the maximum entropy principle for (h, phi) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic asymptotically distributed chi-squared. These results generalize the results obtained in [1]. |
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