Minimum distance estimation in imprecise probability models

DOI10.1016/j.jspi.2009.07.025zbMath1177.62028OpenAlexW2020058759MaRDI QIDQ1039485

Robert Hable

Publication date: 30 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.025

zbMATH Keywords

robust statisticsimprecise probabilitiesempirical measureminimum distance estimatorcoherent lower previsions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

Related Items (2)

A minimum distance estimator in an imprecise probability model -- computational aspects and applications ⋮ Coefficients of ergodicity for Markov chains with uncertain parameters

Uses Software

• ROBETH
• CRAN
• imprProbEst
• RobASt

Cites Work

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