Properties of the maximum q-likelihood estimator for independent random variables

@inproceedings{Hasegawa2009PropertiesOT,
  title={Properties of the maximum q-likelihood estimator for independent random variables},
  author={Yoshihiko Hasegawa and Masanori Arita},
  year={2009}
}
In the last two decades, the nonextensive statistics proposed by Tsallis have been extensively discussed in terms of the Tsallis entropy, which is a generalization of the Boltzmann–Gibbs–Shannon entropy. Within the nonextensive framework, many kinds of generalizations have been made. Suyari [H. Suyari, IEEE Trans. on Inf. Theory, 51 (2005) 753] has proposed the generalized likelihood called the q-likelihood, in which a traditional product operator is replaced by the q-product. We study… CONTINUE READING