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

✍ Scribed by M.L. Menéndez; J.A. Pardo; M.C. Pardo


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
280 KB
Volume
11
Category
Article
ISSN
0893-9659

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✦ Synopsis


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 asymptotically distributed chi-squared. These results generalize the results obtained in [1]. ~