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.
2020 ◽
Vol 9
(1)
◽
pp. 189-203
1995 ◽
Vol 24
(8)
◽
pp. 2127-2143
◽
2021 ◽
Vol 7
(2)
◽
pp. 1-9
1998 ◽
Vol 70
(2)
◽
pp. 277-286
◽
2014 ◽
Vol 93
◽
pp. 27-33
◽
1974 ◽
Vol 3
(10)
◽
pp. 969-977
1973 ◽
Vol 1
(6)
◽
pp. 567-568