Asymptotic Properties and Robustness of Minimum Dissimilarity Estimators of Location-scale Parameters

DOI10.1137/S0040585X97981664zbMath1089.62022MaRDI QIDQ5472371

Eugenio Regazzini, Federico Bassetti

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

robustnessinfluence functionasymptotic lawsminimum dissimilarity estimatorsargmax argumentminimum dissimilarity estimatorMonge-Gini-Kantorovich-Wasserstein metricoccupation time of Brownian bridge

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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