Minimum distance estimation in a linear regression model

DOI10.1214/AOS/1176346258zbMath0521.62023OpenAlexW1970617630MaRDI QIDQ1055109

Hira L. Koul, Tertius de Wet

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346258

zbMATH Keywords

minimum distance estimationgoodness of fit testsefficient estimatorsasymptotic null distributionslope parameterCramer-von Mises type estimatorsweighted empiricals of residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (21)

On minimum distance estimation in two-sample scale problem with right censoring ⋮ Minimum distance estimation of the center of symmetry with randomly censored data ⋮ Koul-DeWet-type estimation in censored regression using the conditional empirical process ⋮ A fast algorithm for the coordinate-wise minimum distance estimation ⋮ A quadraticity limit theorem useful in linear models ⋮ Minimum distance estimation in linear regression with strong mixing errors ⋮ Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach ⋮ Computation of certain minimum L₂–distance type estimators under the linear model ⋮ Minimum distance estimation in doubly censored two sample scale model ⋮ A General Approach to the Optimality of Minimum Distance Estimators ⋮ MinimumL_pNorm Estimator for Simple Linear Regressive Model ⋮ Estimation in two sample randomly truncated scale model ⋮ Efficient robust estimation of parameter in the random censorship model ⋮ Semiparametric inference of proportional odds model based on randomly truncated data ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Asymptotics of minimum distance estimator in linear regression models under strong mixing ⋮ On Koul's minimum distance estimators in the regression models with long memory moving averages. ⋮ Simultaneous robust estimation of location and scale parameters: A minimum-distance approach ⋮ Semiparametric inference for the proportional odds model with time-dependent covariates ⋮ Minimum distance estimation in linear regression with unknown error distributions

This page was built for publication: Minimum distance estimation in a linear regression model