Minimum distance estimation in linear regression with unknown error distributions

DOI10.1016/0167-7152(85)90002-1zbMath0582.62022OpenAlexW2071923128MaRDI QIDQ1068484

Hira L. Koul

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90002-1

zbMATH Keywords

asymptotic normalityweighted empirical processesminimum distance estimatorsqualitative robustnessfinite sample propertiesmultiple linear regression modelheteroscedastic gross errorsinfluence vectorsL sub 2 distancesunknown error distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Weighted empirical minimum distance estimators in linear errors-in-variables regression models ⋮ Minimum distance estimation in linear models with long-range dependent errors ⋮ On minimum distance estimation in two-sample scale problem with right censoring ⋮ A fast algorithm for the coordinate-wise minimum distance estimation ⋮ Minimum distance estimation in linear regression with strong mixing errors ⋮ Computation of certain minimum L₂–distance type estimators under the linear model ⋮ A class of minimum distance estimators in Markovian multiplicative error models ⋮ Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models ⋮ On Koul's minimum distance estimators in the regression models with long memory moving averages.

Cites Work

• Unnamed Item
• Minimum distance estimation in a linear regression model
• Optimal estimation of a general regression function
• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• Robust estimation via minimum distance methods
• On minimum cramer-von mises-norm parameter estimation
• Minimum Distance Estimators for Location and Goodness of Fit
• Minimum Distance and Robust Estimation
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• On the Hodges and Lehmann Shift Estimator in the Two Sample Problem
• Estimates of Regression Parameters Based on Rank Tests
• Estimates of Location Based on Rank Tests
• Robust Statistics

This page was built for publication: Minimum distance estimation in linear regression with unknown error distributions