Minimum-distance methods based on quadratic distances for transforms

DOI10.2307/3314914zbMATH Open0645.62037OpenAlexW2065914258MaRDI QIDQ3788892FDOQ3788892

Authors: Andrew Luong, Mary E. Thompson 

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/3314914

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zbMATH Keywords

asymptotic normalityconsistencyrobustnessinfluence functionsempirical characteristic functionsGoodness-of-fit testsminimum-distance methodsempirical moment generating functionsgeneral analogue of the Rao-Robson statisticK-L methodminimum-chi-squared methodPearson chi- squared statisticquadratic transform distance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Linear Statistical Inference and its Applications
• On the validity of the formal Edgeworth expansion
• The Influence Curve and Its Role in Robust Estimation
• Minimum Hellinger distance estimates for parametric models
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Title not available (Why is that?)
• Minimum Distance and Robust Estimation
• On statistical transform methods and their efficiency
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• Approximate likelihood and probability calculations based on transforms

Cited In (13)

• Goodness of fit test statistics for the zeta family
• Inference for the positive stable laws based on a special quadratic distance
• Generalized regression trees
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
• General quadratic distance methods for discrete distributions definable recursively.
• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
• Minimum cramér-von mises distance methods for complete and grouped data
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Inference for the generalized normal Laplace distribution
• A numerical method for minimum distance estimation problems
• Minimum quadratic distances methods for censored data
• FPTAS for Minimizing Earth Mover’s Distance under Rigid Transformations
• Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications

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