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

被引：8

作者：

Menendez, ML ^{[1
]}

Pardo, JA

Pardo, MC

机构：

[1] Tech Univ Madrid, Dept Appl Math, Madrid, Spain

[2] Univ Complutense Madrid, Dept Stat & OR, Madrid, Spain

来源：

APPLIED MATHEMATICS LETTERS | 1998年 / 11卷 / 04期

关键词：

maximum entropy principle; (h; phi)-entropy; point estimator; goodness-of-fit;

D O I：

10.1016/S0893-9659(98)00064-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A 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]. (C) 1998 Elsevier Science Ltd. All rights reserved.

引用

页码：99 / 104

页数：6

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