Minimum divergence estimators, Maximum Likelihood and the generalized bootstrap
Résumé
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.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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