Parameter estimation based on cumulative Kullback-Leibler divergence
Statistics Theory
2016-07-01 v1 Statistics Theory
Abstract
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. We prove that the proposed estimators are subclass of "generalized estimating equations" estimators. The asymptotic properties of the estimators such as consistency, asymptotic normality, asymptotic confidence interval and asymptotic hypothesis testing are investigated.
Cite
@article{arxiv.1606.09288,
title = {Parameter estimation based on cumulative Kullback-Leibler divergence},
author = {Yaser Mehrali and Majid Asadi},
journal= {arXiv preprint arXiv:1606.09288},
year = {2016}
}
Comments
22 pages, 7 figures Presented in The 2nd Workshop on Information Measures and Their Applications Submitted to appear in Metrika