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Published in:
2009 | OriginalPaper | Chapter
Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator
Authors : Ron C. Mittelhammer, George G. Judge
Published in: Statistical Inference, Econometric Analysis and Matrix Algebra
Publisher: Physica-Verlag HD
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In this paper a range of information theoretic distance measures, based on Cressie-Read divergence, are combined with mean-zero estimating equations to provide an efficient basis for semi parametric estimation and testing. Asymptotic properties of the resulting semi parametric estimators are demonstrated and issues of implementation are considered.