The fundamentals of information theory and also their applications to testing statistical hypotheses have been known and available for some time. There is currently a new and heterogeneous development of statistical procedures, based on information measures, scattered through the literature. In...

Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-of-fit test statistic is also given and its asymptotic chi-square...

We consider statistical data forming sequences of states of stationary finite irreducible Markov chains, and draw statistical inference about the transition matrix. The inference consists in estimation of parameters of transition probabilities and testing simple and composite hypotheses about...

This paper extends the results of Chen and Wu [1] concerning consistency of M-estimators in the linear regression model. We consider M-estimators defined by [formula] in the general regression model yi = f(xi,[theta] ) + [epsilon]i, where f(x, [theta]) is continuous on a separable metric space X...