Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach

DOI10.1016/0167-7152(95)00178-6zbMath0864.62009OpenAlexW2082692048MaRDI QIDQ1126145

Thomas P. Hettmansperger, Omer Ozturk

Publication date: 8 December 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00178-6

zbMATH Keywords

robustnessefficiencylocationempirical distributionsquared distancescaleasymptotically bivariate normalCramer-von Mises distanceimperfectly determined model distributionmaximum breakdown pointminimum distance criterion functionsimultaneous robust estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

A new class of score generating functions for regression models ⋮ Robust joint estimation of location and scale parameters in ranked set samples ⋮ Choosing a robustness tuning parameter ⋮ Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach ⋮ A data-based method for selecting tuning parameters in minimum distance estimators ⋮ The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators

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