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 (2)

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

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