Minimum K-phi-divergence estimator

Pergamon-Elsevier Science 2023-06-20T09:43:23Z 2023-06-20T09:43:23Z 2004-04

Pérez, T.
Pardo Llorente, Julio Ángel

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.
Depto. de Estadística e Investigación Operativa
Fac. de Ciencias Matemáticas
TRUE
pub

519.22; Categorical data; K¢-divergence; Minimum K¢-divergence estimator; Consistency; Simulation.; Estadística matemática (Matemáticas); 1209 Estadística; journal article

application/pdf
0893-9659
English

ESRCM oai:docta.ucm.es:20.500.14352/50248
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0893-9659
10.1016/s0893-9659(04)00040-0
1413950402

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