Minimum disparity estimation in the errors-in-variables model
From MaRDI portal
Publication:1332861
DOI10.1016/0167-7152(94)90236-4zbMath0925.62149OpenAlexW1991125672MaRDI QIDQ1332861
Ayanendranath Basu, Sahadeb Sarkar
Publication date: 8 November 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90236-4
Related Items (8)
Small sample comparisons for the blended weight chi-square goodness-of-fit test statistics ⋮ APPROXIMATIONS TO POWERS OF φ-DISPARITY GOODNESS-OF-FIT TESTS* ⋮ Minimum negative exponential disparity estimation in parametric models ⋮ Robust estimation in the errors variables model via weighted likelihood estimating equations ⋮ Two approaches to grouping of data and related disparity statistics ⋮ Minimum disparity estimators for discrete and continuous models. ⋮ On efficiency of estimation and testing with data quantized to fixed number of cells ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimum Hellinger distance estimates for parametric models
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
- Minimum Hellinger Distance Estimation for the Analysis of Count Data
- Robust estimation in the errors-in-variables model
- Robust Line Estimation with Errors in Both Variables
- Sow aspects of robustness in thr functional errors-in-variables regression model
This page was built for publication: Minimum disparity estimation in the errors-in-variables model