A note on the asymptotic distribution of the minimum density power divergence estimator
A note on the asymptotic distribution of the minimum density power divergence estimator
Published at http://dx.doi.org/10.1214/074921706000000545 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
We establish consistency and asymptotic normality of the minimum density power divergence estimator under regularity conditions different from those originally provided by Basu et al.
- Southern Methodist University United States
- Universidad Veracruzana Mexico
large sample theory, consistency, Mathematics - Statistics Theory, Statistics Theory (math.ST), M-estimators, robust, efficiency, FOS: Mathematics, minimum distance, 62G35, 62F35 (Primary) 62G35 (Secondary), 62F35
large sample theory, consistency, Mathematics - Statistics Theory, Statistics Theory (math.ST), M-estimators, robust, efficiency, FOS: Mathematics, minimum distance, 62G35, 62F35 (Primary) 62G35 (Secondary), 62F35
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