MINIMUM DISTANCE ESTIMATORS

被引：8
|
作者：
HETTMANSPERGER, TP
HUETER, I
HUSLER, J
机构：
[1] PENN STATE UNIV,UNIVERSITY PK,PA 16802
[2] UNIV BERN,DEPT STAT,CH-3012 BERN,SWITZERLAND
[3] UNIV BERN,DEPT MATH STAT,CH-3000 BERN,SWITZERLAND
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1994年 / 41卷 / 03期
关键词：
ROBUST; M-ESTIMATION; R-ESTIMATION; LOCATION-SCALE MODEL; CRAMER-VONMISES STATISTIC;
D O I：
10.1016/0378-3758(94)90025-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Unweighted minimum distance estimators in a location-scale model are investigated. They are derived from the Cramer-von Mises goodness of fit measure. It is observed that these estimates are M-estimators, having good robustness properties such as positive breakdown and bounded influence functions and good efficiency properties with respect to L2-estimators.
引用
收藏
页码：291 / 302
页数：12
相关论文
共 50 条
12345