A fast algorithm for the coordinate-wise minimum distance estimation

DOI10.1080/00949655.2017.1392527OpenAlexW2660514622MaRDI QIDQ4960557

Jiwoong Kim

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.02707

zbMATH Keywords

minimum distance estimationlinear regression modelcoordinate-wise minimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Minimum distance estimation in linear regression with strong mixing errors, Implementation of a goodness-of-fit test through Khmaladze martingale transformation, KoulMde

Uses Software

• NEWUOA
• R
• Rcpp

Cites Work

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• Minimum distance estimation in linear regression with unknown error distributions
• Minimum distance estimation and goodness-of-fit tests in first-order autoregression
• Minimum distance estimation in an additive effects outliers model
• Weighted empirical processes in dynamic nonlinear models.
• The Minimum Distance Method
• Minimum Distance and Robust Estimation
• Computation of certain minimum L₂–distance type estimators under the linear model