Parameter estimation by minimizing a probability generating function-based power divergence

DOI10.1080/03610918.2018.1468462MaRDI QIDQ5087966zbMATH OpenOpenAlexWikidataFDO

Authors Seow Yian Tay, Choung Min Ng, Seng-Huat Ong

Publication date 4 July 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2018.1468462

zbMATH Keywords

density power divergenceHellinger distanceJeffreys' divergenceM-estimationprobability generating function

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cites work

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• Robust Estimation of a Location Parameter

Cited in

(1)

• Fractional Poisson distribution: some properties and parameter estimation

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