ESTIMATORS BASED ON SAMPLE QUANTILES USING (H,PHI)-ENTROPY MEASURES

Authors
MENENDEZ ML PARDO JA PARDO MC
Citation
Ml. Menendez et al., ESTIMATORS BASED ON SAMPLE QUANTILES USING (H,PHI)-ENTROPY MEASURES, Applied mathematics letters, 11(4), 1998, pp. 99-104
Citations number
10
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics letters → ACNP
ISSN journal
08939659
Volume
11
Issue
4
Year of publication
1998
Pages
99 - 104
Database
ISI
SICI code
0893-9659(1998)11:4<99:EBOSQU>2.0.ZU;2-3
Abstract
A point estimation procedure based on the maximum entropy principle fo r (h, phi) entropies is proposed using sample quantiles. These estimat ors are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corre sponding statistic asymptotically distributed chi-squared. These resul ts generalize the results obtained in [1]. (C) 1998 Elsevier Science L td. All rights reserved.