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arXiv · 1403.6295

Asymptotic Properties of Minimum S-Divergence Estimator for Discrete Models

Abhik Ghosh
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Abstract

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class of divergence measures, namely the S-Divergence Family and discussed its usefulness in robust parametric estimation through some numerical illustrations. In this present paper, we develop the asymptotic properties of the proposed minimum S-Divergence estimators under discrete models.

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Abhik Ghosh. 2014-06-25. Asymptotic Properties of Minimum S-Divergence Estimator for Discrete Models. https://doi.org/10.1007/s13171-014-0063-2

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