A general estimation method using spacings

被引：55

作者：

Ghosh, K

Jammalamadaka, SR

机构：

[1] George Washington Univ, Dept Stat, Washington, DC 20052 USA

[2] Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Santa Barbara, CA 93106 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2001年 / 93卷 / 1-2期

关键词：

spacings; estimation; maximum likelihood; entropy; Kullback-Leibler information; Hellinger distance;

D O I：

10.1016/S0378-3758(00)00160-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A general parametric estimation method which makes use of the coverage probabilities or spacings is proposed. Under some regularity conditions, it is shown that such estimators are asymptotically normal. This method generalizes the maximum spacing method of estimation that has been discussed in the literature. Furthermore, it is shown that the maximum spacing estimator is asymptotically most efficient within the subclass of spacings-based estimators under consideration. (C) 2001 Elsevier Science B.V. All rights reserved. MSG: 62F10; 62F12; 62E20.

引用

页码：71 / 82

页数：12

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