Literature DB >> 33572695

Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap.

Michel Broniatowski1.   

Abstract

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.

Entities:  

Keywords:  Bahadur efficiency; bootstrap; conditional limit theorem; maximum likelihood; minimum divergence estimator; statistical divergences

Year:  2021        PMID: 33572695      PMCID: PMC7911913          DOI: 10.3390/e23020185

Source DB:  PubMed          Journal:  Entropy (Basel)        ISSN: 1099-4300            Impact factor:   2.524


  1 in total

1.  Divergence Measures: Mathematical Foundations and Applications in Information-Theoretic and Statistical Problems.

Authors:  Igal Sason
Journal:  Entropy (Basel)       Date:  2022-05-16       Impact factor: 2.738

  1 in total

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