Robust estimation on a parametric model via testing
From MaRDI portal
Publication:282553
DOI10.3150/15-BEJ706zbMath1360.62108arXiv1308.2927OpenAlexW2303243086MaRDI QIDQ282553
Publication date: 12 May 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.2927
Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating the intensity of a random measure by histogram type estimators
- Estimation of the transition density of a Markov chain
- A new method for estimation and model selection: \(\rho\)-estimation
- Estimator selection with respect to Hellinger-type risks
- Minimum Hellinger distance estimates for parametric models
- On the consistency of the maximum spacing method
- Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- The ``automatic robustness of minimum distance functionals
- Estimation of the density of a determinantal process
- Model selection for density estimation with \(\mathbb L_2\)-loss
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- Model selection for Poisson processes with covariates
- Maximum Likelihood: An Introduction
- AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
- An Inconsistent Maximum Likelihood Estimate
- Model selection for Poisson processes
- Robust tests for model selection
- Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
- Statistical Inference
- A general estimation method using spacings
This page was built for publication: Robust estimation on a parametric model via testing
