Minimum cramér-von mises distance methods for complete and grouped data

DOI10.1080/03610929708831923zbMath0898.62032OpenAlexW1990861590MaRDI QIDQ4337325

Thierry Duchesne, Jacques Rioux, Andrew Luong

Publication date: 14 October 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831923

zbMATH Keywords

robustnessinfluence functiongrouped estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications ⋮ Estimation of the Generalized Lambda Distribution Parameters for Grouped Data ⋮ “Efficient and Robust Fitting of Lognormal Distributions,” Robert Serfling, October 2002 ⋮ On robustness in risk theory ⋮ Modified minimum distance estimators: definition, properties and applications

Uses Software

• Maple

Cites Work

• Parameter estimation in smooth empirical processes
• A Glivenko-Cantelli theorem and strong laws of large numbers for functions of order statistics
• An efficient and robust adaptive estimator of location
• Minimum Hellinger distance estimates for parametric models
• Pathologies of some minimum distance estimators
• The ``automatic robustness of minimum distance functionals
• The Minimum Distance Method
• Approximation Theorems of Mathematical Statistics
• Minimum-distance methods based on quadratic distances for transforms
• Minimum Distance Estimators for Location and Goodness of Fit
• Minimum Distance and Robust Estimation
• The Influence Curve and Its Role in Robust Estimation
• Robust Statistics

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