Several applications of divergence criteria in continuous families
This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese and Vajda [9] and independently Broniatowski and Keziou [3], called here power superdivergence estimators, (ii) by Broniatowski and Keziou [4], called here power subdivergence estimators, (iii) by Basu et al. [2], called here power pseudodistance estimators, and (iv) by Vajda [18] called here Rényi pseudodistance...