Estimators based on sample quantiles usi
✍
M.L. Menéndez; J.A. Pardo; M.C. Pardo
📂
Article
📅
1998
🏛
Elsevier Science
🌐
English
⚖ 280 KB
A point estimation procedure based on the maximum entropy principle for (h, ¢) 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 asy