Estimation by the Minimum Distance Method in Nonparametric Stochastic Difference Equations

DOI10.1214/AOMS/1177728782MaRDI QIDQ5827404zbMATH OpenOpenAlexFDO

Authors Jacob Wolfowitz

Publication date 1954

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728782

zbMATH Keywords

statistics

Cited in

(7)

• Minimum distance regression model checking
• Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model
• Estimation by minimum-discrepancy methods
• The problem of inductive inference
• Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
• On the minimum distance estimation of the density for a diffusion process
• The iteratively reweighted estimating equation in minimum distance problems

This page was built for publication: Estimation by the Minimum Distance Method in Nonparametric Stochastic Difference Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5827404)