A minimum distance estimator in an imprecise probability model -- computational aspects and applications

DOI10.1016/J.IJAR.2010.08.003zbMATH Open1204.62025OpenAlexW2147397649MaRDI QIDQ622271FDOQ622271

Robert Hable

Publication date: 31 January 2011

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2010.08.003

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zbMATH Keywords

imprecise probabilityminimum distance estimatorempirical measurecoherent lower previsionR project for statistical computing

Mathematics Subject Classification ID

Point estimation (62F10) Applications of graph theory (05C90) Parametric inference (62F99) Linear programming (90C05) Parametric inference and fuzziness (62F86)

Cites Work

• Asymptotic Statistics
• Title not available (Why is that?)
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• The theory of interval-probability as a unifying concept for uncertainty
• Imprecision and prior-data conflict in generalized Bayesian inference
• Minimum distance estimation in imprecise probability models
• Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
• Title not available (Why is that?)
• Title not available (Why is that?)
• Practical robust estimators for the imprecise Dirichlet model
• Finite approximations of data-based decision problems under imprecise probabilities

Cited In (3)

• Belief function and multivalued mapping robustness in statistical estimation
• Minimum distance estimation in imprecise probability models
• Modified minimum distance estimators: definition, properties and applications

Uses Software

• R
• lp_solve
• lpSolve
• CRAN
• imprProbEst

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