Minimum distance estimation in imprecise probability models

DOI10.1016/J.JSPI.2009.07.025MaRDI QIDQ1039485zbMATH OpenOpenAlexFDO

Authors Robert Hable

Publication date 30 November 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.07.025

zbMATH Keywords

robust statisticsimprecise probabilitiescoherent lower previsionsminimum distance estimatorempirical measure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

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Cited in

(3)

• Statistical Inference
• Coefficients of ergodicity for Markov chains with uncertain parameters
• A minimum distance estimator in an imprecise probability model -- computational aspects and applications

Describes a project that uses

Uses Software

• RobASt
• imprProbEst
• CRAN
• ROBETH

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