Estimators based on sample quantiles using (h,phi)-entropy measures

Menéndez Calleja, María LuisaPardo Llorente, Julio ÁngelPardo Llorente, María del Carmen2023-06-202023-06-201998-070893-965910.1016/S0893-9659(98)00064-0https://hdl.handle.net/20.500.14352/57814A point estimation procedure based on the maximum entropy principle for (h, phi) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic asymptotically distributed chi-squared. These results generalize the results obtained in [1].engEstimators based on sample quantiles using (h,phi)-entropy measuresjournal articlehttp://www.sciencedirect.com/science/article/pii/S0893965998000640http://www.sciencedirect.comopen access519.234Maximum entropy principle(hphi)-entropyPoint estimatorGoodness-of-fitEstadística matemática (Matemáticas)1209 Estadística