Minimum negative exponential disparity estimation in parametric models

DOI10.1016/S0378-3758(96)00078-XzbMath0900.62176OpenAlexW2010778717MaRDI QIDQ1361763

Sahadeb Sarkar, Ayanendranath Basu, Anand N. Vidyashankar

Publication date: 15 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00078-x

zbMATH Keywords

outliersrobustnessmaximum likelihood estimatorinliersminimum disparity estimationresidual adjustment functionHellinger distance asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (10)

Consistency, efficiency and robustness of conditional disparity methods ⋮ Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results ⋮ On the asymptotics of minimum disparity estimation ⋮ The iteratively reweighted estimating equation in minimum distance problems ⋮ Minimum Hellinger distance estimation for randomized play the winner design ⋮ Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models ⋮ Minimum disparity computation via the iteratively reweighted least integrated squares algorithms ⋮ Minimum negative exponential disparity estimation of mixture proportions. ⋮ Negative exponential disparity based family of goodness-of-fit tests for multinomial models ⋮ ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES

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