Minimum distance estimation in normed linear spaces with Donsker-classes

DOI10.3103/S1066530710030038MaRDI QIDQ2437895zbMATH OpenFDO

Authors Dietmar Ferger

Publication date 10 March 2014

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S1066530710030038

zbMATH Keywords

almost weak convergenceargmin theoremsDonsker classempirical processHadamard differentiability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12)

Recommendations

• On minimum Kantorovich distance estimators
• Minimax Estimation of the <inline-formula> <tex-math notation="LaTeX">$L_{1}$ </tex-math> </inline-formula> Distance
• scientific article; zbMATH DE number 1996469
• Minimal distance upper bounds for the perturbation of least squares problems in Hilbert spaces
• Minimum Mean Square Distance Estimation of a Subspace
• Estimation of maximal distances between spaces with norms invariant under a group of operators
• On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics
• On minimum Hellinger distance estimation

Cites work

• Asymptotic Statistics
• Consistent estimation in the presence of incidental parameters
• Convergence in distribution of minimum-distance estimators
• Estimation by minimum-discrepancy methods
• Estimation by the minimum distance method
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3718368 (Why is no real title available?)
• scientific article; zbMATH DE number 814909 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Minimum Distance and Robust Estimation
• Minimum distance estimators
• Note on the Consistency of the Maximum Likelihood Estimate
• On minimum distance estimation of location based on the kolmogorov statistic
• On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• On the Approximation of a Distribution Function by an Empiric Distribution
• On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
• Parameter estimation in smooth empirical processes
• Pathologies of some minimum distance estimators
• Robust estimation via minimum distance methods
• Robust Statistics
• Statistical decision theory. Estimation, testing, and selection.
• The ``automatic robustness of minimum distance functionals
• The asymptotic behavior of some nonparametric change-point estimators
• The Minimum Distance Method
• The minimum distance method of testing
• Uniform Central Limit Theorems
• Weak convergence and empirical processes. With applications to statistics
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(2)

• scientific article; zbMATH DE number 1966611 (Why is no real title available?)
• Estimation and testing of crossing-points in fixed design regression

This page was built for publication: Minimum distance estimation in normed linear spaces with Donsker-classes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2437895)