Minimum Lq‐distance estimators for non‐normalized parametric models

DOI10.1002/cjs.11574arXiv1909.00002MaRDI QIDQ6059515

Steffen Betsch, Bernhard Klar, Bruno Ebner

Publication date: 2 November 2023

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

Full work available at URL: https://arxiv.org/abs/1909.00002

zbMATH Keywords

empirical processesminimum distance estimatorsRayleigh distributionmeasurable selectionsBurr type XII distributionexponential-polynomial modelsStein discrepancies

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Characterizations of non-normalized discrete probability distributions and their application in statistics ⋮ Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method ⋮ Stein's method meets computational statistics: a review of some recent developments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• Stein's method for comparison of univariate distributions
• Distances between nested densities and a measure of the impact of the prior in Bayesian statistics
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• Stein's density approach and information inequalities
• Stein's method of exchangeable pairs for the Beta distribution and generalizations
• Some extensions of score matching
• Convex analysis and measurable multifunctions
• Stein's method and the zero bias transformation with application to simple random sampling
• Fixed point characterizations of continuous univariate probability distributions and their applications
• Testing normality via a distributional fixed point property in the Stein characterization
• Maximum likelihood methods for fitting the Burr type XII distribution to multiply (progressively) censored life test data
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• On the measurability and consistency of minimum contrast estimates
• Estimation by minimum-discrepancy methods
• Measurable selections of extrema
• Analysis in Banach Spaces
• Estimation of exponential-polynomial distribution by holonomic gradient descent
• The Minimum Distance Method
• Markov Random Field Modeling in Image Analysis
• Normal Approximation by Stein’s Method
• A General Approach to the Optimality of Minimum Distance Estimators
• Robust estimation via minimum distance methods
• On minimum cramer-von mises-norm parameter estimation
• A Look at the Burr and Related Distributions
• Minimum Distance and Robust Estimation
• A guide to the Burr type XII distributions
• Algorithm 778: L-BFGS-B
• Asymptotic Statistics
• On maximum product of spagings (mps) estimation for burr xii distributions
• Statistical Size Distributions in Economics and Actuarial Sciences
• A Limited Memory Algorithm for Bound Constrained Optimization
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
• Robust regression for estimating the Burr XII parameters with outliers
• On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Measure Theory
• Probabilistic Forecasts, Calibration and Sharpness
• Cumulative Frequency Functions

This page was built for publication: Minimum L^q‐distance estimators for non‐normalized parametric models