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Revision as of 04:58, 10 February 2024

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Minimum disparity estimators for discrete and continuous models.
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    Minimum disparity estimators for discrete and continuous models. (English)
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    19 April 2005
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    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.
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    divergence
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    disparity
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    minimum disparity estimators
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    robustness
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    asymptotic efficiency
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