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Pérez, T. and Pardo Llorente, Julio Ángel
(2004)
*Minimum K-phi-divergence estimator.*
Applied Mathematics Letters, 17
(4).
pp. 367-374.
ISSN 0893-9659

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Restringido a Repository staff only 388kB |

Official URL: http://www.sciencedirect.com/science/article/pii/S0893965904900766

## Abstract

In the present work, the problem of estimating parameters of statistical models for categorical data is analyzed. The minimum K-phi-divergence estimator is obtained minimizing the K-phi-divergence measure between the theoretical and the empirical probability vectors. Its asymptotic properties are obtained. Rom a simulation study, the conclusion is that our estimator emerges as an attractive alternative to the classical maximum likelihood estimator.

Item Type: | Article |
---|---|

Uncontrolled Keywords: | Categorical data, K¢-divergence, Minimum K¢-divergence estimator, Consistency, Simulation. |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 17521 |

Deposited On: | 21 Dec 2012 11:43 |

Last Modified: | 13 Dec 2018 14:55 |

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