The iteratively reweighted estimating equation in minimum distance problems

Computational Statistics and Data Analysis

Volumn 45, Issue 2, 2004, Pages 105-124

  Basu, Ayanendranath ^a   Lindsay, Bruce G ^b  

^a INDIAN STATISTICAL INSTITUTE   (India)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Disparity; Fixed point algorithm; Hellinger distance; Iteratively reweighted estimating equation; Iteratively reweighted least squares; Newton Raphson algorithm; Robustness

Indexed keywords

ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS;

MINIMUM DISTANCE ESTIMATORS; NEWTON-RAPHSON METHODS;

COMPUTATIONAL METHODS;

NUMERICAL METHOD;

EID: 1142304601     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00326-2     Document Type: Article

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