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Minimum Kφ-divergence estimator

✍ Scribed by T Pérez; J.A Pardo

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
379 KB
Volume
17
Category
Article
ISSN
0893-9659

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✦ Synopsis

In the present work, the problem of estimating parameters of statistical models for categorical data is analyzed. The minimum K¢-divergence estimator is obtained minimizing the K¢-divergence measure between the theoretical and the empirical probability vectors. Its asymptotic properties are obtained. From a simulation study, the conclusion is that our estimator emerges as an attractive alternative to the classical maximum likelihood estimator. (~) 2004 Elsevier Ltd. All rights reserved.

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