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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.

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Bibliografische gegevens
Gepubliceerd in:Entropy (Basel)
Hoofdauteur: Broniatowski, Michel
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI 2021
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7911913/
https://ncbi.nlm.nih.gov/pubmed/33572695
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23020185
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