Minimum $L^q$-distance estimators for non-normalized parametric models

13 Mar 2020 Betsch Steffen Ebner Bruno Klar Bernhard

We propose and investigate a new estimation method for the parameters of models consisting of smooth density functions on the positive half axis. The procedure is based on a recently introduced characterization result for the respective probability distributions, and is to be classified as a minimum distance estimator, incorporating as a distance function the $L^q$-norm... (read more)

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Categories


  • STATISTICS THEORY
  • METHODOLOGY
  • STATISTICS THEORY