A General Approach to the Optimality of Minimum Distance Estimators
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abstract Wiener spaceasymptotic expansionasymptotic normalityCramér- von Mises estimationdifferentiable statistical functionalgeneral approachlocally asymptotic minimaxity of estimatorsminimum chi squareminimum Hellingerminimum M-functionsoptimality of minimum distance estimatorsquantile function methodsrobust estimatorseparable Hilbert spacesimple regressionspectral functions
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Cites work
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- Approximation Theorems of Mathematical Statistics
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- Asymptotic minimax theorems for the sample distribution function
- Asymptotic properties of weighted \(L^ 2\) quantile distance estimators
- Contiguity of Probability Measures
- Convergence in distribution of minimum-distance estimators
- Convergence of estimates under dimensionality restrictions
- Convergence of Quantile and Spacings Processes with Applications
- Efficient robust estimates in parametric models
- Equivalent Comparisons of Experiments
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- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Minimum Distance and Robust Estimation
- Minimum distance estimation in a linear regression model
- On minimum cramer-von mises-norm parameter estimation
- Robust estimation via minimum distance methods
- Robust Statistics
- Sufficiency and Approximate Sufficiency
- The Minimum Distance Method
- The minimum distance method of testing
Cited in
(41)- Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process
- Convergence of stochastic empirical measures
- On minimum uniform metric estimate of parameters of diffusion-type processes
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Comparison of estimators in stable models.
- On local asymptotic normality for birth and death on a flow
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
- Minimum distance estimation for fractional Ornstein-Uhlenbeck type process
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
- Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises
- On penalized estimation for dynamical systems with small noise
- Asymptotically optimal estimation in misspecified time series models
- Nonparametric and semiparametric estimation of the receiver operating characteristic curve
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
- Modified minimum distance estimators: definition, properties and applications
- Modeling spatial tail dependence with Cauchy convolution processes
- Receiver operating characteristic (ROC) curves: equivalences, beta model, and minimum distance estimation
- Conditional normal extreme-value copulas
- Efficient robust estimation of parameter in the random censorship model
- Minimum distance estimation of the binormal ROC curve
- Minimum distance estimators for count data based on the probability generating function with applications
- An improvement of the Feng-Rao bound on minimum distance
- On parameter estimation for amoroso family of distributions
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
- scientific article; zbMATH DE number 3879904 (Why is no real title available?)
- Non-parametric applications of an infinite dimensional convolution theorem
- Minimum distance estimation of the Lehmann receiver operating characteristic curve
- Pooling estimates with different rates of convergence: a minimum \(\chi ^{2}\) approach with emphasis on a social interactions model
- Efficient minimum distance estimation with multiple rates of convergence
- Asymptotic properties of minimum distance estimators dependent on covariables
- Statistical Inference
- Minimum Lq‐distance estimators for non‐normalized parametric models
- Improving an estimator of Hsieh and Turnbull for the binormal ROC curve
- Application of some L₂ optimization to a discrete distribution
- Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
- Parametric estimation of quantile versions of Zenga and D inequality curves: methodology and application to Weibull distribution
- Minimum L 1 -norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
- On efficiency of estimation and testing with data quantized to fixed number of cells
- Optimal weights for general L^ 2 distance estimators
- Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
- Asymptotic minimax estimation in semiparametric models
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