Minimum disparity estimators for discrete and continuous models

0410734 - UTIA-B 20010203 RIV CZ eng J - Článek v odborném periodiku
Menéndez, M. L. - Pardo, L. - Vajda, Igor
Minimum disparity estimators for discrete and continuous models.
Applications of Mathematics. Roč. 46, č. 6 (2001), s. 439-466. ISSN 0862-7940. E-ISSN 1572-9109
Grant CEP: GA AV ČR IAA1075101
Výzkumný záměr: AV0Z1075907
Klíčová slova: divergence * disparity * minimum disparity estimators
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum

Disparities of discrete distributions are introduced as a natural and useful extension of the information-theoretic divergences. The minimum disparity point estimators are studied in regular discrete models with i.i.d. observations and their asymptotic efficiency of the first order, in the sense of Rao, is proved. These estimators are applied to continuous models with i.i.d. observations when the observation space is quantized by fixed points, or at random, by the sample quantiles of fixed orders.
Trvalý link: http://hdl.handle.net/11104/0130822