A general estimation method using spacings

Journal of Statistical Planning and Inference

Volumn 93, Issue 1-2, 2001, Pages 71-82

  Ghosh, Kaushik ^a   Jammalamadaka, S Rao ^b  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

62E20; 62F10; 62F12; Entropy; Estimation; Hellinger distance; Kullback Leibler information; Maximum likelihood; Spacings

Indexed keywords

EID: 0041692594     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00160-9     Document Type: Article

References (18)

1. Cheng, R.C.H., Amin, N.A.K., 1979. Maximum product of spacings estimation with application to the lognormal distribution. Math Report 79-1, Department of Mathematics, UWIST, Cardiff.
2. Cheng R.C.H., Amin N.A.K. Estimating parameters in continuous univariate distributions with a shifted origin. J. Roy. Statist. Soc. Ser. B. 45:1983;394-403.
3. Csiszár I. Eine Informationstheoretische Ungleichung und ihre Anwendung auf den Beweiz der Ergodizitāt von Markoffschen Ketten. Magyar Tud. Akad. Mat. Kutató Int. Kōzl. 8:1963;85-108.
4. Ekström, M., 1997. Maximum spacing methods and limit theorems for statistics based on spacings. Ph.D. Thesis, Department of Mathematical Statistics, Umeå University, Sweden.
5. Ghosh, K., 1997. Some contributions to inference using spacings, Ph.D. Thesis, Department of Statistics and Applied Probability, University of California, Santa Barbara, USA.
6. Holst L., Rao J.S. Asymptotic spacings theory with applications to the two sample problem. Canad. J. Statist. 9(1):1981;79-89.
7. Lehmann E.L. Theory of Point Estimation. 1983;Wiley, New York.
8. Nelder J.A., Mead R. Comput. J. 7. 308-313:1965.
9. Press W.H.et al. Numerical Recipes in C. 2nd Edition. 1997;Cambridge University Press, Cambridge.
10. Pyke R. Spacings (with discussion). J. Roy. Statist. Soc. Ser. B. 27:1965;395-449.
11. Ranneby B. The maximum spacing method: an estimation method related to the maximum likelihood method. Scand. J. Statist. 11:1984;93-112.
12. Ranneby, B., Ekström, M., 1997. Maximum spacing estimates based on different metrics. Preprint.
13. Rao J.S., Sethuraman J. Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors. Ann. Statist. 3:1975;299-313.
14. Sethuraman J., Rao J.S. Pitman efficiencies of tests based on spacings. Puri M.L. Nonparametric Techniques in Statistical Inference. 1970;405-415 Cambridge University Press, Cambridge.
15. Shao Y., Hahn M.G. Maximum spacing estimates: a generalization and improvement of maximum likelihood estimates. Probab. Banach Spaces. 9:1994;417-431.
16. Shiryayev A.N. Probability. 1984;Springer, New York.
17. Shorack G.R., Wellner J.A. Empirical Processes with Applications to Statistics. 1986;Wiley, New York.
18. Wells M.T.et al. Large sample theory of spacings statistics for tests of fit for composite hypothesis. J. Roy. Statist. Soc. Ser. B. 55(1):1993;189-203.