M estimators based on the probability integral transformation with applications to count data

Marina Valdora and Víctor Yohai

Statistics & Probability Letters, 2020, vol. 162, issue C

Abstract: 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.

Keywords: Robust estimators; Poisson; Negative binomial; Count data; Probability integral transformation (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108751

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