The maximum spacing estimation for multivariate observations
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Publication:1765679
DOI10.1016/J.JSPI.2004.06.059zbMATH Open1087.62004OpenAlexW2033804456WikidataQ57308985 ScholiaQ57308985MaRDI QIDQ1765679FDOQ1765679
Authors: Sreenivasa Rao Jammalamadaka, Alex Teterukovskiy, B. Ranneby 
Publication date: 23 February 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/4208h9sd
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Cited In (12)
- AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
- Asymptotic normality of generalized maximum spacing estimators for multivariate observations
- Title not available (Why is that?)
- Some parametric tests based on sample spacings
- Shape-preserving wavelet-based multivariate density estimation
- Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
- Powerful parametric tests based on sum-functions of spacings
- On the Estimation of Parameters of Kumaraswamy-GDistributions
- Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
- Generalized maximum spacing estimation for multivariate observations
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy
- A generalization of the maximal-spacings in several dimensions and a convexity test
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