|
|||||
|
|
Minimum Divergence Estimators,Maximum Likelihood and the Generalized Bootstrap |
|
| Authors: | Michel Broniatowski |
| Institution: | Faculté de Mathématiques, Laboratoire de Probabilité, Statistique et Modélisation, Université Pierre et Marie Curie (Sorbonne Université), 4 Place Jussieu, CEDEX 05, 75252 Paris, France; |
| Abstract: | 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. |
| Keywords: | statistical divergences minimum divergence estimator maximum likelihood bootstrap conditional limit theorem Bahadur efficiency |