Parameter estimation using generating function based minimum power divergence measure / Tay Siew Ying
This research proposes a parameter estimation method that minimizes a probability generating function (pgf) based power divergence with a tuning parameter to mitigate the impact of data contamination. Special cases arise when the tuning parameter approaches zero, resulting in a Kullback-Leibler t...
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Main Author: | Tay, Siew Ying |
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Format: | Thesis |
Published: |
2018
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Subjects: | |
Online Access: | http://studentsrepo.um.edu.my/9535/1/Tay_Siew_Ying.pdf http://studentsrepo.um.edu.my/9535/9/siew_ying.pdf http://studentsrepo.um.edu.my/9535/ |
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