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Maximum Lq-likelihood estimation
Maximum Lq-likelihood estimation nonextensive entropy asymptotic efficiency exponential family tail probability estimation
2010/3/10
In this paper, the maximum Lq-likelihood estimator (MLqE), a
new parameter estimator based on nonextensive entropy [Kibernetika
3 (1967) 30–35] is introduced. The properties of the MLqE are stud-
i...