A General Approach to the Optimality of Minimum Distance Estimators

DOI10.2307/1999411zbMath0584.62041OpenAlexW4252231571MaRDI QIDQ3707109

P. W. Millar

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/1999411

zbMATH Keywords

asymptotic expansionasymptotic normalityspectral functionsabstract Wiener spaceseparable Hilbert spacerobust estimatorgeneral approachsimple regressionminimum chi squareCramér- von Mises estimationdifferentiable statistical functionallocally asymptotic minimaxity of estimatorsminimum Hellingerminimum M-functionsoptimality of minimum distance estimatorsquantile function methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Minimum distance estimation in a linear regression model
• The minimum distance method of testing
• Asymptotic properties of weighted \(L^ 2\) quantile distance estimators
• Convergence in distribution of minimum-distance estimators
• Convergence of estimates under dimensionality restrictions
• The Minimum Distance Method
• Approximation Theorems of Mathematical Statistics
• A data dependent approach to density estimation
• Efficient robust estimates in parametric models
• Robust estimation via minimum distance methods
• On minimum cramer-von mises-norm parameter estimation
• Minimum Distance and Robust Estimation
• Asymptotic minimax theorems for the sample distribution function
• Asymptotic inference in stationary Gaussian time-series
• Sufficiency and Approximate Sufficiency
• Convergence of Quantile and Spacings Processes with Applications
• Contiguity of Probability Measures
• Equivalent Comparisons of Experiments
• Robust Statistics

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