Minimum disparity computation via the iteratively reweighted least integrated squares algorithms

DOI10.1016/j.csda.2007.05.033zbMath1445.62045OpenAlexW1993499275MaRDI QIDQ1020662

Yong Wang

Publication date: 2 June 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.033

zbMATH Keywords

quadratic programmingHellinger distanceNewton-like methodsrobust estimationiteratively reweighted least squaresdisparity

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

A mixture model-based nonparametric approach to estimating a count distribution ⋮ Minimum \(\phi\)-divergence estimation in misspecified multinomial models ⋮ Simulated minimum Hellinger distance estimation of stochastic volatility models

Uses Software

• R

Cites Work

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