M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin (Department of Statistics, Taejon University)
  • Published : 1998.12.01

Abstract

The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

References

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