Minimum (h,phi )-divergences estimators with weights

Impacto

Landaburu Jiménez, María Elena and Pardo Llorente, Leandro (2003) Minimum (h,phi )-divergences estimators with weights. Applied Mathematics and Computation, 140 (1). pp. 15-28. ISSN 0096-3003

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Abstract

We consider experiments involving the observation of a discrete random variable, or quantitative classification process and we also assume that in addition to probability of each value or class we know its "utility" or "weight" (or more precisely, we can quantify the "nature" of each value or class). In this paper a procedure of minimum divergence estimation based on (h;phi)-divergences is analyzed, for the considered experiments, and its asymptotic behaviour is studied. (C) 2002 Elsevier Science Inc. All rights reserved

Item Type: Article Weights; Asymptotic distributions; ($h,\phi$)-divergences; Minimum; ($h,\phi$)-divergence weighted estimator; Renyi's divergence Sciences > Mathematics > Probabilities 16500 25 Sep 2012 09:02 27 Jul 2018 08:58