Chapman & Hall/CRC Monographs on Statistics and Applied Probability
The Minimum Distance Approach
Chapman & Hall/CRC Monographs on Statistics and Applied Probability
The Minimum Distance Approach
"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 referredto by "Minimum Distance Estimation" is literally huge.
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Presents an account of density-based minimum distance methods and their use in statistical inference. This book covers statistical distances, density-based minimum distance methods, discrete and continuous models, asymptotic distributions, robustness, computational issues, residual adjustment functions, and graphical descriptions of robustness.
