Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap

This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered.

Библиографические подробности
Главный автор: Michel Broniatowski
Формат: Статья
Язык:English
Опубликовано: MDPI AG 2021-01-01
Серии:Entropy
Предметы:
Online-ссылка:https://www.mdpi.com/1099-4300/23/2/185