Minimum distance estimation in linear regression with unknown error distributions

DOI10.1016/0167-7152(85)90002-1zbMATH Open0582.62022OpenAlexW2071923128MaRDI QIDQ1068484FDOQ1068484

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

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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)

Cites Work

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• Estimates of Location Based on Rank Tests
• Robust Statistics
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• Minimum Distance and Robust Estimation
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• Minimum Distance Estimators for Location and Goodness of Fit
• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• Robust estimation via minimum distance methods
• On minimum cramer-von mises-norm parameter estimation
• Minimum distance estimation in a linear regression model
• Optimal estimation of a general regression function
• On the Hodges and Lehmann Shift Estimator in the Two Sample Problem

Cited In (20)

• Minimum distance estimators
• Minimum distance regression-type estimates with rates under weak dependence
• Computation of certain minimum L₂–distance type estimators under the linear model
• Title not available (Why is that?)
• Robust estimation in nonlinear regression via minimum distance method
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• On minimum distance estimation in two-sample scale problem with right censoring
• Weighted empirical minimum distance estimators in linear errors-in-variables regression models
• Title not available (Why is that?)
• Minimum distance estimation in linear regression with strong mixing errors
• Title not available (Why is that?)
• Minimum-entropy estimation in semi-parametric models
• A fast algorithm for the coordinate-wise minimum distance estimation
• On Koul's minimum distance estimators in the regression models with long memory moving averages.
• Minimum distance estimation in linear models with long-range dependent errors
• A class of minimum distance estimators in Markovian multiplicative error models
• Minimum distance tests and estimates based on ranks
• Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
• Use of reference distributions when dealing with unknown regression errors
• Least distance method for a confluent model with homoskedasticity in the matrix columns and the right-hand side

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