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Minimum disparity estimators for discrete and continuous models. (English) Zbl 1059.62001
The paper presents a concept of minimum disparity estimators. The idea starts with $$D_{\varphi }(p;q)=\sum _{i=1}^nq_i\varphi(p_i/q_i)$$, called $$\varphi$$-disparity of $$p$$ and $$q$$, provided $$\varphi$$ is unimodal with zero-minimum in $$1$$, two-times differentiable, and convex about $$1$$. The authors are proving strong consistency of minimum $$\varphi$$-disparity estimators. The explained theory is supplied with examples, and applications to discrete and continuous models are also discussed.

##### MSC:
 62B10 Statistical aspects of information-theoretic topics 62E20 Asymptotic distribution theory in statistics
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##### References:
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