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.
Information
Published: 1 January 2006
First available in Project Euclid: 28 November 2007
zbMATH: 1268.62020
MathSciNet: MR2338552
Digital Object Identifier: 10.1214/074921706000000545
Subjects:
Primary:
62F35
Secondary:
62G35
Keywords:
consistency
,
efficiency
,
large sample theory
,
M-estimators
,
minimum distance
,
robust
Rights: Copyright © 2006, Institute of Mathematical Statistics
