umu.sePublications
Change search
ReferencesLink to record
Permanent link

Direct link
Generalized Maximum Spacing Estimation for Multivariate Observations
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2015 (English)In: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 42, no 4, 1092-1108 p.Article in journal (Refereed) PublishedText
Abstract [en]

In this paper, the maximum spacing method is considered for multivariate observations. Nearest neighbour 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. Weak and strong consistency of these generalized maximum spacing estimators are proved both when the assigned model class is correct and when the true density is not a member of the model class. An example of the generalized maximum spacing method in model validation context is discussed.

Place, publisher, year, edition, pages
2015. Vol. 42, no 4, 1092-1108 p.
Keyword [en]
divergence measures, maximum spacing estimation, nearest neighbour balls, strong consistency, ak consistency
National Category
Mathematical Analysis Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-116106DOI: 10.1111/sjos.12153ISI: 000368246600012PubMedID: 24843434OAI: oai:DiVA.org:umu-116106DiVA: diva2:901498
Available from: 2016-02-08 Created: 2016-02-08 Last updated: 2016-02-08Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textPubMed

Search in DiVA

By author/editor
Kuljus, Kristi
By organisation
Department of Mathematics and Mathematical Statistics
In the same journal
Scandinavian Journal of Statistics
Mathematical AnalysisProbability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 17 hits
ReferencesLink to record
Permanent link

Direct link