Statistical inference : the minimum distance approach / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park.

Format:

Book

Author/Creator:

Basu, Ayanendranath.

Contributor:

Shioya, Hiroyuki.

Park, Chanseok.

Series:

Monographs on statistics and applied probability ; 120.

Monographs on statistics and applied probability ; 120

Language:

English

Subjects (All):

Estimation theory.

Distances.

Physical Description:

1 online resource (424 p.)

Edition:

1st ed.

Place of Publication:

Boca Raton, FL : CRC Press, c2011.

Language Note:

English

Summary:

In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by ""Minimum Distance Estimation"" is literally huge. Filling a statistical resource gap, Statistical Inference: The Minimum Distance Approach comprehensively overviews developments in density-based minimum distance inference for independently and identically distributed data. Extensions to other more complex models are also discussed. Compr

Contents:

Front Cover; Dedication; Contents; Preface; Acknowledgments; 1. Introduction; 2. Statistical Distances; 3. Continuous Models; 4. Measures of Robustness and Computational Issues; 5. The Hypothesis Testing Problem; 6. Techniques for Inlier Modification; 7. Weighted Likelihood Estimation; 8. Multinomial Goodness-of-Fit Testing; 9. The Density Power Divergence; 10. Other Applications; 11. Distance Measures in Information and Engineering; 12. Applications to Other Models; Bibliography

Notes:

A Chapman & Hall book.

Includes bibliographical references.

Description based on metadata supplied by the publisher and other sources.

ISBN:

1-04-020464-3

0-429-13390-1

1-283-31148-8

9786613311481

1-4200-9966-3

9780429133909

OCLC:

740912851