M estimators based on the probability integral transformation with applications to count data
Statistics & Probability Letters(2020)
摘要
M estimators based on the probability integral transformation for discrete distributions are introduced and their asymptotic properties are proved. The proposed estimators are applied to count data in a simulation study and in a real data set of hospital lengths of stay.
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关键词
Robust estimators,Poisson,Negative binomial,Count data,Probability integral transformation
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