The Jensen-Shannon divergence

In this paper we investigate the Jensen-Shannon parametric divergence for testing goodness-of-fit for point estimation. Most of the work presented is an analytical study of the asymptotic differences between different members of the family proposed in goodness of fit, together with an examination of closer approximations to the exact distribution of these statistics than the commonly used chi-squared distribution. Finally the minimum Jensen-Shannon divergence estimates are introduced and compared with other well-known estimators by computer simulation.