ABSTRACT

This book has attempted to give an extensive exposition of the use of densitybased minimum distance methods in statistics and other applied sciences, with particular emphasis of the use of χ2-type distances. In terms of the scope and utility of the methods, this represents a huge research area, and to keep a clear focus in our discussion we have primarily restricted ourselves to parametric inference problems where an independently and identically distributed sample is available from the true distribution. Within this setup, our description has been fairly comprehensive.