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A general set up for minimum disparity estimation

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  • Kuchibhotla, Arun Kumar
  • Basu, Ayanendranath

Abstract

Lindsay (1994) provided a general set up in discrete models for minimum disparity estimation. Such a set up eludes us in continuous models. We provide such a general result and hence fill up a major gap in the literature.

Suggested Citation

  • Kuchibhotla, Arun Kumar & Basu, Ayanendranath, 2015. "A general set up for minimum disparity estimation," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 68-74.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:68-74
    DOI: 10.1016/j.spl.2014.08.020
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    References listed on IDEAS

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    1. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
    2. Yuan, Ke-Hai & Jennrich, Robert I., 1998. "Asymptotics of Estimating Equations under Natural Conditions," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 245-260, May.
    3. Giles Hooker & Anand Vidyashankar, 2014. "Bayesian model robustness via disparities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 556-584, September.
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    Cited by:

    1. Diaa Al Mohamad, 2018. "Towards a better understanding of the dual representation of phi divergences," Statistical Papers, Springer, vol. 59(3), pages 1205-1253, September.
    2. Arun Kumar Kuchibhotla & Ayanendranath Basu, 2017. "On the asymptotics of minimum disparity estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 481-502, September.
    3. Claudio Agostinelli & Luca Greco, 2019. "Weighted likelihood estimation of multivariate location and scatter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 756-784, September.
    4. Luca Greco, 2022. "Robust fitting of mixtures of GLMs by weighted likelihood," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 25-48, March.

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