Minimum disparity estimators for discrete and continuous models

0410734 - UTIA-B 20010203 RIV CZ eng J - Journal Article
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
R&D Projects: GA AV ČR IAA1075101
Institutional research plan: AV0Z1075907
Keywords : divergence * disparity * minimum disparity estimators
Subject RIV: BB - Applied Statistics, Operational Research

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.
Permanent Link: http://hdl.handle.net/11104/0130822