A data-based method for selecting tuning parameters in minimum distance estimators

Computational Statistics and Data Analysis

Volumn 48, Issue 3, 2005, Pages 571-585

  Warwick, J ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Asymptotic mean squared error; Density power divergence; Hellinger distance; Minimum distance estimation; Robustness

Indexed keywords

BANDWIDTH; COMPUTATIONAL METHODS; DATA REDUCTION; ERROR ANALYSIS; FUNCTIONS; ROBUSTNESS (CONTROL SYSTEMS);

ASYMPTOTIC MEAN SQUARED ERROR; DENSITY POWER DIVERGENCE; HELLINGER DISTANCE; MINIMUM DISTANCE ESTIMATION; ROBUSTNESS;

PARAMETER ESTIMATION;

EID: 10044220880     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.03.006     Document Type: Article

References (15)

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