Asymptotic behaviour of an estimator based on Rao’s divergence. (English) Zbl 0945.62007

Summary: The procedure of minimum divergence estimation based on J. Burbea and C. R. Rao [IEEE Trans. Inf. Theory IT-28, 489-495 (1982; Zbl 0479.94009)] divergence is analyzed. Asymptotic behaviour for these estimators is given. A comparative study of Rao’s estimator with other classical estimators is carried out by computer simulation.


62B10 Statistical aspects of information-theoretic topics


Zbl 0479.94009
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