Asymptotic normality of generalized maximum spacing estimators for multivariate observations |
| |
Authors: | Kristi Kuljus Bo Ranneby |
| |
Institution: | 1. Institute of Mathematics and Statistics, University of Tartu;2. Department of Forest Economics, Swedish University of Agricultural Sciences |
| |
Abstract: | In this paper, the maximum spacing method is considered for multivariate observations. Nearest neighbor balls are used as a multidimensional analogue to univariate spacings. A class of information-type measures is used to generalize the concept of maximum spacing estimators of model parameters. Asymptotic normality of these generalized maximum spacing estimators is proved when the assigned model class is correct, that is, the true density is a member of the model class. |
| |
Keywords: | asymptotic normality consistency divergence measures maximum spacing estimation nearest neighbor balls |
|
|