Open Access
VOL. 49 | 2006 A note on the asymptotic distribution of the minimum density power divergence estimator
Sergio F. Juárez, William R. Schucany

Editor(s) Javier Rojo

IMS Lecture Notes Monogr. Ser., 2006: 334-339 (2006) DOI: 10.1214/074921706000000545

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

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