Robust estimation via minimum distance methods

DOI10.1007/BF01013462zbMath0461.62036MaRDI QIDQ3911215

P. W. Millar

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

robust estimationminimum distance methodsCramer-von Mises weight function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (23)

Minimum anderson-darling estimation ⋮ Minimum distance estimators ⋮ Minimum distance estimation in linear models with long-range dependent errors ⋮ Minimum Kolmogorov distance estimates of parameters and parametrized distributions ⋮ Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods ⋮ Minimum distance estimation in doubly censored two sample scale model ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes ⋮ Efficient simulation-based minimum distance estimation and indirect inference ⋮ A General Approach to the Optimality of Minimum Distance Estimators ⋮ Dependence and the dimensionality reduction principle ⋮ Distortion in statistical inference: the distinction between data contamination and model deviation ⋮ Efficient robust tests in parametric models ⋮ The cost of not knowing the radius ⋮ On minimum cramer-von mises-norm parameter estimation ⋮ Minimum distance estimation in imprecise probability models ⋮ Asymptotics of minimum distance estimator in linear regression models under strong mixing ⋮ On minimum distance estimation of location based on the kolmogorov statistic ⋮ Unnamed Item ⋮ Weighted \(L^ 2\) quantile distance estimators for randomly censored data ⋮ Non-parametric applications of an infinite dimensional convolution theorem ⋮ Minimum distance estimation in linear regression with unknown error distributions

Cites Work

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• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• Minimum Distance and Robust Estimation
• The Influence Curve and Its Role in Robust Estimation
• Asymptotic minimax theorems for the sample distribution function
• Estimates of Location Based on Rank Tests
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• A General Qualitative Definition of Robustness
• Consistency and Asymptotic Normality of MLE's for Exponential Models
• Robust Estimates of Location: Survey and Advances
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