Generalized maximum spacing estimation for multivariate observations

DOI10.1111/SJOS.12153MaRDI QIDQ3460666zbMATH OpenOpenAlexFDO

Authors K. Kuljus, B. Ranneby

Publication date 8 January 2016

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12153

zbMATH Keywords

divergence measuresinformation-type measuresmaximum spacing estimationmultivariate observationsnearest neighbour ballsstrong consistencyweak consistency

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11)

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Cites work

• A general estimation method using spacings
• A law of large numbers for nearest neighbour statistics
• Asymptotics for statistical distances based on Voronoi tessellations
• Consistency of generalized maximum spacing estimates
• Goodness of fit in multidimensions based on nearest neighbour distances
• scientific article; zbMATH DE number 410743 (Why is no real title available?)
• scientific article; zbMATH DE number 3839126 (Why is no real title available?)
• scientific article; zbMATH DE number 3868406 (Why is no real title available?)
• Mutual and shared neighbor probabilities: finite- and infinite-dimensional results
• On the behaviour of tests based on sample spacings for moderate samples
• On the consistency of the maximum spacing method
• Random polytopes and the Efron-Stein jackknife inequality.
• Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
• The maximum spacing estimation for multivariate observations

Cited in

(16)

• Gaussian limits for generalized spacings
• The maximum spacing estimation for multivariate observations
• Shape-preserving wavelet-based multivariate density estimation
• Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
• A class of asymptotically efficient estimators based on sample spacings
• Consistency of generalized maximum spacing estimates
• scientific article; zbMATH DE number 3868406 (Why is no real title available?)
• AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
• Asymptotic normality of generalized maximum spacing estimators for multivariate observations
• A general estimation method using spacings
• Some parametric tests based on sample spacings
• A class of estimators based on overlapping sample spacings
• Maximum spacing estimation for hidden Markov models
• Maximum spacing estimation for multivariate observations under a general class of information-type measures
• Pseudo-likelihood approach for parameter estimation in univariate normal mixture models
• Maximum spacing estimation for multivariate observations under a general class of information-type measures for misspecified models

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