Probability Generating Function Based Jeffrey's Divergence for Statistical Inference

DOI10.1080/03610918.2014.904344zbMath1346.62042OpenAlexW2314900690MaRDI QIDQ2821010

Choung Min Ng, Maryam Sharifdoust, Seng Huat Ong

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.904344

zbMATH Keywords

parameter estimationmean squared errorMonte Carlo simulationmaximum likelihoodbiasgoodness-of-fit\(M\)-estimationminimum Hellinger distanceKullback-Liebler divergence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (3)

Parameter estimation by minimizing a probability generating function-based power divergence ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ Alternating minimization algorithm with a probability generating function-based distance measure

Cites Work

• Unnamed Item
• Optimization by Simulated Annealing
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• A goodness of fit test for the Poisson distribution based on the empirical generating function
• The empirical characteristic function and its applications
• Minimum Hellinger distance estimates for parametric models
• On characterization and goodness-of-fit test of some discrete distribution families
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Estimation of the shape parameter \(k\) of the negative binomial distribution
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• Test of misspecification with application to negative binomial distribution
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Goodness of fit for the poisson distribution based on the probability generating function
• A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function
• On statistical transform methods and their efficiency
• The computer generation of bivariate binomial variables with given marginals and correlation
• Tests of fit for discrete distributions based on the probability generating function
• Use of an empirical probability generating function for testing a Poisson model
• Estimating parameters for discrete distributions via the empirical probability generating function
• Goodness-of-fit tests based on Kullback-Leibler discrimination information
• ASSESSING GOODNESS OF FIT FOR POISSON AND NEGATIVE BINOMIAL MODELS WITH LOW MEAN
• A Bivariate Generalization of the Noncentral Negative Binomial Distribution
• Parameter Estimation for Discrete Distributions by Generalized Hellinger-Type Divergence Based on Probability Generating Function
• Efficient Estimation of Parameters of the Negative Binomial Distribution
• Robust Estimation of a Location Parameter
• Univariate Discrete Distributions
• Robust Statistics

This page was built for publication: Probability Generating Function Based Jeffrey's Divergence for Statistical Inference