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Sample quantiles: Estimation, information, sufficiency

✍ Scribed by Z. M. Landsman


Publisher
Springer US
Year
1986
Tongue
English
Weight
440 KB
Volume
35
Category
Article
ISSN
1573-8795

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A point estimation procedure based on the maximum entropy principle for (h, Β’) 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