Minimum-distance methods based on quadratic distances for transforms

DOI10.2307/3314914zbMath0645.62037OpenAlexW2065914258MaRDI QIDQ3788892

Mary E. Thompson, Andrew Luong

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314914

zbMATH Keywords

robustnessconsistencyasymptotic normalityinfluence functionsempirical characteristic functionsGoodness-of-fit testsminimum-distance methodsempirical moment generating functionsgeneral analogue of the Rao-Robson statisticK-L methodminimum-chi-squared methodPearson chi- squared statisticquadratic transform distance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (11)

Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms ⋮ Inference for the Generalized Normal Laplace Distribution ⋮ Generalized regression trees ⋮ Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications ⋮ Goodness of fit test statistics for the zeta family ⋮ Minimum quadratic distances methods for censored data ⋮ Minimum cramér-von mises distance methods for complete and grouped data ⋮ General quadratic distance methods for discrete distributions definable recursively. ⋮ Inference for the positive stable laws based on a special quadratic distance ⋮ Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates ⋮ Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes

Cites Work

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• Minimum Hellinger distance estimates for parametric models
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• Minimum Distance and Robust Estimation
• The Influence Curve and Its Role in Robust Estimation
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Linear Statistical Inference and its Applications
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit

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