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.

Detalles Bibliográficos
Autor principal: Broniatowski, Michel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7911913/
https://www.ncbi.nlm.nih.gov/pubmed/33572695
http://dx.doi.org/10.3390/e23020185
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author Broniatowski, Michel
author_facet Broniatowski, Michel
author_sort Broniatowski, Michel
collection PubMed
description 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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spelling pubmed-79119132021-02-28 Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap Broniatowski, Michel Entropy (Basel) Article 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. MDPI 2021-01-31 /pmc/articles/PMC7911913/ /pubmed/33572695 http://dx.doi.org/10.3390/e23020185 Text en © 2021 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Broniatowski, Michel
Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title_full Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title_fullStr Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title_full_unstemmed Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title_short Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
title_sort minimum divergence estimators, maximum likelihood and the generalized bootstrap
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7911913/
https://www.ncbi.nlm.nih.gov/pubmed/33572695
http://dx.doi.org/10.3390/e23020185
work_keys_str_mv AT broniatowskimichel minimumdivergenceestimatorsmaximumlikelihoodandthegeneralizedbootstrap

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