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Modifications of divergence criteria in continuous families

Typ:
Research report
Authors:
Name of edition:
Research Report
Article number:
2230
Publisher:
ÚTIA AV ČR
Serie:
Praha
Year:
2008
Keywords:
Optimal estimation, Inaccuracy, Minimum divergence estimatio
Anotation:
The paper extends the applicability of the minimum divergence criterion to the parameter estimation in continuous statistical models. Four criteria are motivated, all of them leading to different Fisher consistent estimators: Superdivergence, Subdivergence, Disturbed power divergence, Disturbed Rényi divergence.
 
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