On second order efficient robust inference
From MaRDI portal
Publication:1663293
DOI10.1016/j.csda.2015.02.008zbMath1468.62156OpenAlexW1982054165MaRDI QIDQ1663293
Ayanendranath Basu, Subhadeep Paul
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.008
robustnessHellinger distancesecond order efficiencyresidual adjustment functionminimum distance inferencenegative exponential disparity
Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Hypothesis testing for two discrete populations based on the Hellinger distance
- Do robust estimators work with real data?
- Minimum Hellinger distance estimates for parametric models
- Robust asymptotic statistics
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- Minimum disparity estimation: improved efficiency through inlier modification
- The ``automatic robustness of minimum distance functionals
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Approximation Theorems of Mathematical Statistics
- ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES
- Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
- Minimum Hellinger Distance Estimation for the Analysis of Count Data
- Weighted Likelihood Equations with Bootstrap Root Search
- Choosing a robustness tuning parameter
- Statistical Inference
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On second order efficient robust inference