A note on the asymptotic distribution of the minimum density power divergence estimator

Details A note on the asymptotic distribution of the minimum density power divergence estimator A note on the asymptotic distribution of the minimum density power divergence estimator

2006-11-07

arxiv.org/abs/math/0611193v1

IMS Lecture Notes--Monograph Series 2006, Vol. 49, 334-339

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921706000000545 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/

Scientific paper

10.1214/074921706000000545

We establish consistency and asymptotic normality of the minimum density
power divergence estimator under regularity conditions different from those
originally provided by Basu et al.

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