Asymptotic behaviour of an estimator based on Rao's divergence

In this work the procedure of minimum divergence estimation based on Burbea and Rao[2]divergence is analyzed.Asymptotic behaviour for these estimators is given. A comparative study of Rao's estimator with other classical estimators is carried out by computer simulation.

Detalhes bibliográficos
Autor: Pardo Llorente, María del Carmen
Formato: artículo
Fecha de publicación:1997
País:España
Recursos:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/57859
Acesso em linha:https://hdl.handle.net/20.500.14352/57859
Access Level:acceso abierto
Palavra-chave:519.22
Minimum divergence estimation
Estadística matemática (Matemáticas)
1209 Estadística
Descrição
Resumo:In this work the procedure of minimum divergence estimation based on Burbea and Rao[2]divergence is analyzed.Asymptotic behaviour for these estimators is given. A comparative study of Rao's estimator with other classical estimators is carried out by computer simulation.