Publication: Estimators based on sample quantiles using (h,phi)-entropy measures
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Publication Date
1998-07
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Pergamon-Elsevier Science Ltd
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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].
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