A general estimation method using spacings
From MaRDI portal
Publication:5931388
DOI10.1016/S0378-3758(00)00160-9zbMath0965.62019MaRDI QIDQ5931388
Kaushik Ghosh, Sreenivasa Rao Jammalamadaka
Publication date: 31 July 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
entropy; order statistics; Hellinger distance; spacings; Kullback-Leibler information; maximum likelihood
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
Related Items
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS, Robust estimation on a parametric model via testing, Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis, Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution, On the behaviour of tests based on sample spacings for moderate samples, Gaussian limits for generalized spacings, A test of goodness-of-fit based on Gini's index of spacings, Parameter estimation of inverse Lindley distribution for type-I censored data, On the asymptotics of minimum disparity estimation, The probability of large deviations for the sum functions of spacings, Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence, Sum-functions of spacings of increasing order, A new method for hypotheses testing using spacings, Powerful Parametric Tests Based on Sum-Functions of Spacings, Generalized Maximum Spacing Estimation for Multivariate Observations, Limit Theorems for φ-Divergences Based onk-Spacings
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
- Asymptotic spacings theory with applications to the two-sample problem
- A Simplex Method for Function Minimization
