Author: Sunil Kumar DharPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 148
Book Description
Minimum Distance Estimation in an Additive Effects Outliers Model
Author: Sunil Kumar DharPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 148
Book Description
Minimum Distance Estimation in an Additive Effects Outliers Model
Author: Sunil Kumar DharPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 168
Book Description
Weighted Empirical Processes in Dynamic Nonlinear Models
Author: Hira L. KoulPublisher: Springer Science & Business Media
ISBN: 146130055X
Category : Mathematics
Languages : en
Pages : 444
Book Description
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Weighted Empiricals and Linear Models
Author: Hira L. KoulPublisher: IMS
ISBN: 9780940600287
Category : Autoregression (Statistics).
Languages : en
Pages : 286
Book Description
Order Statistics and Nonparametrics
Author: International Statistical InstitutePublisher: North Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 496
Book Description
Order Statistics and Nonparametrics are related to each other in a very intricate manner. In this volume, these two subfields have been combined to present an up-to-date account of the development of the theory and methodology of Order Statistics and Nonparametrics and their diverse applications in various fields. The contributors are internationally reputed statisticians and their papers reflect the current status of research in this active area. The volume is dedicated to Ahmed E. Sarhan, the veteran Egyptian statistician, on the occasion of this seventieth birthday, for his immense contribution to the field of statistics.
Bulletin - Institute of Mathematical Statistics
Author: Institute of Mathematical StatisticsPublisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 792
Book Description
Statistical Theory and Method Abstracts
Author: Journal of the American Statistical Association
Author: Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 1638
Book Description
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
Nonparametric Statistics and Related Topics
Author: A. K. Md. Ehsanes SalehPublisher: Amsterdam : North-Holland ; New York : Distributors for the U.S. and Canada, Elsevier Science Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 456
Book Description
Significant developments have taken place during the last thirty years in the field of nonparametric statistics and related topics. These developments and future directions are discussed in this book. Some of the developments focussed on include: robust statistics; rank estimation; bootstrap techniques; regression quantiles; strong approximation of quantile processes; and a preliminary test approach to estimation (combining robust statistics and shrinkage estimation).This volume is dedicated to the memory of Professor Wassily Hoeffding, a pioneer in the field of nonparametric statistics.
On Minimum Distance Estimation for Binomial Regression Models
Author: Boxiao LiuPublisher:
ISBN:
Category : Binomial distribution
Languages : en
Pages : 70
Book Description
This thesis investigates efficient and robust estimators for binomial regression models. For this purpose, I have made use of two minimum distance estimation methods developed for discrete data, namely Minimum Hellinger Distance Estimation (MHDE) and Symmetric Chi-squared Distance Estimation (SCDE) methods. These methods generally known to produce efficient estimators when the chosen model is correct and, at the same time, are robust against model misspecification and outliers. Asymptotic properties and robustness features of the proposed estimators are discussed through theoretical demonstrations and simulations. Furthermore, the performance of estimators is compared with the traditional estimation approach of the maximum likelihood estimation. Binomial regression models generally requires a specified "link function." In this thesis, cumulative distribution functions of the logistic and standard normal distributions are primarily used as the link functions. From theoretical results, it is concluded that the proposed MHDE is asymptotically equivalent to the maximum likelihood estimator when the model is correctly chosen. Some asymptotic properties of the proposed SCDE estimator is studied. Monte Carlo simulations are carried out compare the estimators for small to moderate sample sizes. It is observed that both MHDE and SCDE estimators show some robustness against model contamination, and the MHDE and the SCDE outperform the MLE in various conditions. Optimal conditions are discussed through extensive simulations under different scenarios.