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The iteratively reweighted estimating equation in minimum distance problems

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  • Basu, Ayanendranath
  • Lindsay, Bruce G.

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  • Basu, Ayanendranath & Lindsay, Bruce G., 2004. "The iteratively reweighted estimating equation in minimum distance problems," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 105-124, March.
  • Handle: RePEc:eee:csdana:v:45:y:2004:i:2:p:105-124
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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. N/A, 1989. "Comments," ILR Review, Cornell University, ILR School, vol. 43(1), pages 89-102, October.
    3. Cao, Ricardo & Cuevas, Antonio & Fraiman, Ricardo, 1995. "Minimum distance density-based estimation," Computational Statistics & Data Analysis, Elsevier, vol. 20(6), pages 611-631, December.
    4. Marron, J. S., 1989. "Comments on a data based bandwidth selector," Computational Statistics & Data Analysis, Elsevier, vol. 8(2), pages 155-170, July.
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    Cited by:

    1. Zhan, Tingting & Chevoneva, Inna & Iglewicz, Boris, 2011. "Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 457-465, January.
    2. Adhidev Biswas & Suman Majumder & Pratim Guha Niyogi & Ayanendranath Basu, 2021. "A Weighted Likelihood Approach to Problems in Survival Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 466-492, November.
    3. Wang, Yong, 2007. "Minimum disparity computation via the iteratively reweighted least integrated squares algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5662-5672, August.
    4. Mandal, Abhijit & Basu, Ayanendranath, 2013. "Minimum disparity estimation: Improved efficiency through inlier modification," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 71-86.
    5. Ferrari, Davide & Zheng, Chao, 2016. "Reliable inference for complex models by discriminative composite likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 68-80.
    6. Demetrescu, Matei, 2006. "An extension of the Gauss-Newton algorithm for estimation under asymmetric loss," Computational Statistics & Data Analysis, Elsevier, vol. 50(2), pages 379-401, January.

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