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

页码：291 / 302

页数：12

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