Maximum L\(q\)-likelihood estimation
From MaRDI portal
Publication:2380087
DOI10.1214/09-AOS687zbMath1183.62033arXiv1002.4533OpenAlexW2951994466MaRDI QIDQ2380087
Publication date: 24 March 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.4533
asymptotic efficiencyexponential familynonextensive entropytail probability estimationmaximum L\(q\)-likelihood estimation
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Statistical aspects of information-theoretic topics (62B10)
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