Pathologies of some minimum distance estimators
From MaRDI portal
Publication:1825557
DOI10.1214/aos/1176350821zbMath0684.62029OpenAlexW2006228748MaRDI QIDQ1825557
Richard C. Liu, David L. Donoho
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350821
Hadamard differentiabilityinconsistencystability propertiesKolmogorov-Smirnovminimum distance estimatesCramér- von MisesHellingerFréchet differentiability of statistical functionalsHilbertian distancesLévy distance estimatorsRegularity of MD estimatorsvariation distances
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Weighted empirical minimum distance estimators in linear errors-in-variables regression models, Minimum Kolmogorov–Smirnov test statistic parameter estimates, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, The role of beliefs in inference for rational expectations models, Reliable estimation via simulation, Minimum distance estimation of the center of symmetry with randomly censored data, Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach, Minimum distance estimation in doubly censored two sample scale model, A class of minimum distance estimators in Markovian multiplicative error models, Minimum \(\phi\)-divergence estimation in misspecified multinomial models, Inference for Empirical Wasserstein Distances on Finite Spaces, On the choice of a discrepancy functional for model selection, Minimum cramér-von mises distance methods for complete and grouped data, Minimum distance estimation in normed linear spaces with Donsker-classes, Minimum distance regression model checking, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models, The iteratively reweighted estimating equation in minimum distance problems, Dependence and the dimensionality reduction principle, Estimation in two sample randomly truncated scale model, Distribution-free consistency of empirical risk minimization and support vector regression, Generalized resilience and robust statistics, Simultaneous robust estimation of location and scale parameters: A minimum-distance approach, Semiparametric inference for the proportional odds model with time-dependent covariates, Infinitesimally robust estimation in general smoothly parametrized models
