Menéndez, M.; Morales, D.; Pardo, L. - In: Statistics & Probability Letters 34 (1997) 1, pp. 85-93
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...