Kybernetika 33 no. 5, 489-504, 1997

Asymptotic behaviour of an estimator based on Rao's divergence

María Carmen Pardo

Abstract:

In this work the procedure of minimum divergence estimation based on Burbea and Rao [2] 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.

Classification:

62B10, 62F12