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

DOI10.1016/J.IJAR.2010.08.003MaRDI QIDQ622271zbMATHOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 5556963 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 1178219 (Why is no real title available?)
• scientific article; zbMATH DE number 845703 (Why is no real title available?)
• Asymptotic Statistics
• Finite approximations of data-based decision problems under imprecise probabilities
• 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
• Practical robust estimators for the imprecise Dirichlet model
• The theory of interval-probability as a unifying concept for uncertainty

Cited in

(3)

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

Describes a project that uses

Uses Software

• R
• lp_solve
• lpSolve
• CRAN
• imprProbEst

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