Minimum distance estimation in linear regression with unknown error distributions

DOI10.1016/0167-7152(85)90002-1MaRDI QIDQ1068484zbMATH OpenOpenAlexFDO

Authors Hira L. Koul

Publication date 1985

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(85)90002-1

zbMATH Keywords

asymptotic normalityqualitative robustnessfinite sample propertiesminimum distance estimatorsweighted empirical processesmultiple linear regression modelheteroscedastic gross errorsinfluence vectorsL sub 2 distancesunknown error distributions

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• Estimates of Location Based on Rank Tests
• Estimates of Regression Parameters Based on Rank Tests
• Minimum Distance Estimators for Location and Goodness of Fit
• Minimum Distance and Robust Estimation
• Minimum distance estimation in a linear regression model
• On minimum cramer-von mises-norm parameter estimation
• On the Hodges and Lehmann Shift Estimator in the Two Sample Problem
• Optimal estimation of a general regression function
• Robust Statistics
• Robust estimation via minimum distance methods

Cited in

(20)

• Weighted empirical minimum distance estimators in linear errors-in-variables regression models
• Robust estimation in nonlinear regression via minimum distance method
• Minimum distance tests and estimates based on ranks
• Use of reference distributions when dealing with unknown regression errors
• A class of minimum distance estimators in Markovian multiplicative error models
• scientific article; zbMATH DE number 52804 (Why is no real title available?)
• On Koul's minimum distance estimators in the regression models with long memory moving averages.
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Minimum distance estimation in linear regression with strong mixing errors
• Least distance method for a confluent model with homoskedasticity in the matrix columns and the right-hand side
• Minimum-entropy estimation in semi-parametric models
• scientific article; zbMATH DE number 3982280 (Why is no real title available?)
• A fast algorithm for the coordinate-wise minimum distance estimation
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• Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
• scientific article; zbMATH DE number 978136 (Why is no real title available?)
• Minimum distance regression-type estimates with rates under weak dependence
• Computation of certain minimum L₂–distance type estimators under the linear model
• On minimum distance estimation in two-sample scale problem with right censoring
• Minimum distance estimation in linear models with long-range dependent errors

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