Minimum Distance Estimation in a Linear Regression Model

A note on penalized minimum distance estimation in nonparametric regression

The authors introduce a penalized minimum distance regression estimator. They show the estimator to balance, among a sequence of nested models of increasing complexity, the L1–approximation error of each model class and a penalty term which reflects the richness of each model and serves as a upper bound for the estimation error. Une note concernant l’estimation par distance minimale pénalisée e...

Minimum Distance Estimation of Randomly Censored Regression Models with Endogeneity

This paper proposes minimum distance estimation procedures for the slope coefficients and location parameter in randomly censored regression models that are used in duration and competing risk models. The proposed procedure generalizes existing work in terms of weakening the restrictions imposed on the distribution of the error term and the censoring variable. Examples of such generalizations i...

Minimum Profile Hellinger Distance Estimation For A Semiparametric Mixture Model

In this paper, we propose a new effective estimator for a class of semiparametric mixture models where one component has known distribution with possibly unknown parameters while the other component density and the mixing proportion are unknown. Such semiparametric mixture models have been often used in multiple hypothesis testing and the sequential clustering algorithm. The proposed estimator ...

Robust Estimation in Linear Regression Model: the Density Power Divergence Approach

The minimum density power divergence method provides a robust estimate in the face of a situation where the dataset includes a number of outlier data. In this study, we introduce and use a robust minimum density power divergence estimator to estimate the parameters of the linear regression model and then with some numerical examples of linear regression model, we show the robustness of this est...

Comparing The ANN And Linear Regression In Estimation Of The Growth Model (The Case Of MENA)