Estimators based on sample quantiles using (h, φ)-entropy measures Original Research Article

A point estimation procedure based on the maximum entropy principle for (h, φ) entropies is proposed using sample quantles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic asymptotically distributed chi-squared. These results generalize the results obtained in [1].