The iteratively reweighted estimating equation in minimum distance problems

DOI10.1016/S0167-9473(02)00326-2zbMATH Open1400.62074OpenAlexW2068224536MaRDI QIDQ956819FDOQ956819

Authors: Ayanendranath Basu, Bruce G. Lindsay 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00326-2

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zbMATH Keywords

robustnessNewton-Raphson algorithmdisparityHellinger distanceiteratively reweighted least squaresfixed point algorithmiteratively reweighted estimating equation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

Cites Work

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Cited In (14)

• Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
• Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance
• Building and using semiparametric tolerance regions for parametric multinomial models
• A replica analysis of the minimum weight solution to the linear equations problem
• Minimum disparity estimation: improved efficiency through inlier modification
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
• Nonparametric and robust methods. (Editorial)
• An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
• Reliable inference for complex models by discriminative composite likelihood estimation
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
• A weighted likelihood approach to problems in survival data
• Weighted minimum backward Fréchet distance
• Title not available (Why is that?)

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