Minimum distance estimation in linear regression with unknown error distributions

DOI10.1016/0167-7152(85)90002-1zbMath0582.62022MaRDI QIDQ1068484

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 normality; weighted empirical processes; minimum distance estimators; qualitative robustness; finite sample properties; multiple linear regression model; heteroscedastic gross errors; influence vectors; L sub 2 distances; unknown error distributions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

On minimum distance estimation in two-sample scale problem with right censoring, A fast algorithm for the coordinate-wise minimum distance estimation, Minimum distance estimation in linear regression with strong mixing errors, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models, A class of minimum distance estimators in Markovian multiplicative error models, Minimum distance estimation in linear models with long-range dependent errors, Weighted empirical minimum distance estimators in linear errors-in-variables regression models, On Koul's minimum distance estimators in the regression models with long memory moving averages., Computation of certain minimum L₂–distance type estimators under the linear model

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