Asymptotic behaviour of an estimator based on Rao's divergence
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T17:09:24Z | |
| dc.date.available | 2023-06-20T17:09:24Z | |
| dc.date.issued | 1997 | |
| dc.description | This research has been supported by DGICYT grant PB 94-0308. | |
| dc.description.abstract | In this work the procedure of minimum divergence estimation based on Burbea and Rao[2]divergence is analyzed.Asymptotic behaviour for these estimators is given. A comparative study of Rao's estimator with other classical estimators is carried out by computer simulation. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | DGICYT | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/18008 | |
| dc.identifier.issn | 0023-5954 | |
| dc.identifier.officialurl | http://dml.cz/dmlcz/125396 | |
| dc.identifier.relatedurl | http://dml.cz/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57859 | |
| dc.issue.number | 5 | |
| dc.journal.title | Kybernetika | |
| dc.language.iso | eng | |
| dc.page.final | 504 | |
| dc.page.initial | 489 | |
| dc.publisher | Kybernetika | |
| dc.relation.projectID | PB 94-0308 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Minimum divergence estimation | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Asymptotic behaviour of an estimator based on Rao's divergence | |
| dc.type | journal article | |
| dc.volume.number | 33 | |
| dcterms.references | M. W. Birch: A new proof of the Pearson-Fisher theorem. Ann. Math. Statist. 35 (1964), 817-824. J. Burbea, C. R. Rao: On the convexity of some divergence measures based on entropy functions. IEEE Trans. Inform. Theory 28 (1982), 489-495. D. G. Dannenbring: Procedures for estimating optimal solution values for large combinatorial problems. Management Sci. 23 (1977), 1273-1283. J. C. Fryer, C. A. Robertson: A comparison of some methods for estimating mixed normal distributions. Biometrika 59 (1972), 639-648. J. Kiefer, J. Wolfowitz: Consistency of the ML estimator in the presence of infinitely many incidental parameters. Ann. Math. Statist. 27 (1956), 887-906. S. Kullback, R. Leibler: On information and sufficiency. Ann. Math. Statist. 22 (1951), 79-86. D. Morales L. Pardo, I. Vajda: Asymptotic divergence of estimates of discrete distributions. J. Statist. Plann. Inference 48 (1955), 347-369. M. C. Pardo, I. Vajda: About distances of discrete distributions satisfying the data processing theorem on information theory. IEEE Trans. Inform. Theory 43 (1997), 4, 1288-1293. | |
| dspace.entity.type | Publication |
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