Robust estimators and probability integral transformations

DOI10.1016/S0895-7177(03)90065-3zbMath1043.62020MaRDI QIDQ596967

S. Fegyverneki

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processM-estimatesGumbel-distributionStudent-distribution

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

M estimators based on the probability integral transformation with applications to count data

Cites Work

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• Linear stochastic systems with constant coefficients. A statistical approach
• Gaussian likelihood estimation for nearly nonstationary AR(1) processes
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Robust asymptotic statistics
• Minimum Distance Estimators for Location and Goodness of Fit
• Minimum distance estimators in extreme value distributions
• Robust Statistics

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