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A note on the asymptotic distribution of the minimum density power divergence estimator
Sergio F. Juárez, William R. Schucany
Source: Javier Rojo, ed., Optimality: The Second Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006) , 334-339.
Abstract
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.
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Primary Subjects: 62F35
Secondary Subjects: 62G35
Keywords: consistency; efficiency; M-estimators; minimum distance; large sample theory; robust
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196283970
Digital Object Identifier: doi:10.1214/074921706000000545
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Institute of Mathematical Statistics Lecture Notes - Monograph Series
