Parameter Estimation Based on Cumulative Kullback–Leibler Divergence
In this paper, we propose some estimators for the parameters of a statistical model based on Kullback–Leibler divergence of the survival function in continuous setting and apply it to type I censored data. We prove that the proposed estimators are subclass of “generalized estimating equations” esti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2021-03-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/335 |