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Estimators based on sample quantiles using (h,phi)-entropy measures

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Menéndez Calleja, María Luisa and Pardo Llorente, Julio Ángel and Pardo Llorente, María del Carmen (1998) Estimators based on sample quantiles using (h,phi)-entropy measures. Applied Mathematics Letters, 11 (4). pp. 99-104. ISSN 0893-9659

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Official URL: http://www.sciencedirect.com/science/article/pii/S0893965998000640


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Abstract

A point estimation procedure based on the maximum entropy principle for (h, phi) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic asymptotically distributed chi-squared. These results generalize the results obtained in [1].


Item Type:Article
Uncontrolled Keywords:Maximum entropy principle, (h, phi)-entropy, Point estimator, Goodness-of-fit
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17761
Deposited On:18 Jan 2013 08:57
Last Modified:26 Feb 2015 09:02

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