A comparison of related density-based minimum divergence estimators

From MaRDI portal
Publication:2775619

DOI10.1093/biomet/88.3.865zbMath1180.62047OpenAlexW2129070761MaRDI QIDQ2775619

Nils Lid Hjort, Ian R. Harris, M. C. Jones, Ayanendranath Basu

Publication date: 21 May 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f9d37c7e7001c1431fccb93f81324b8cf57b5b63




Related Items (42)

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approachRobust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression modelThe logarithmic super divergence and asymptotic inference propertiesNon-parametric kernel regression for multinomial dataChoosing a robustness tuning parameterData driven robust estimation methods for fixed effects panel data modelsRobust Bayesian inference via γ-divergenceExponentiality test based on alpha-divergence and gamma-divergenceDensity-ratio matching under the Bregman divergence: a unified framework of density-ratio estimationTesting statistical hypotheses based on the density power divergenceGene–environment interaction identification via penalized robust divergenceModel selection for independent not identically distributed observations based on Rényi's pseudodistancesGeographically weighted Comedian method for spatial outlier detectionOutlier-Resistant Estimators for Average Treatment Effect in Causal InferenceNonnegative Matrix Factorization and Log-Determinant DivergencesRobust regression against heavy heterogeneous contaminationConfidence distributions and related themesUnnamed ItemNormalized estimating equation for robust parameter estimationTesting composite hypothesis based on the density power divergenceGeneralized weighted likelihood density estimators with application to finite mixture of exponential family distributionsThe influence function of the optimal bandwidth for kernel density estimationRobust Clustering Method in the Presence of Scattered ObservationsAffine invariant divergences associated with proper composite scoring rules and their applicationsAdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressionsRobust parameter estimation with a small bias against heavy contaminationSome variants of minimum disparity estimationStatistical inference based on bridge divergencesCramér-Rao lower bounds arising from generalized Csiszár divergencesGeneralized Wald-type tests based on minimum density power divergence estimatorsRobust Gaussian graphical modelingRobust estimation in the normal mixture modelMinimum Scoring Rule InferenceProjection theorems and estimating equations for power-law modelsA refined Jensen's inequality in Hilbert spaces and empirical approximationsThe B-exponential divergence and its generalizations with applications to parametric estimationRobust statistical inference based on the \(C\)-divergence familyRobust mislabel logistic regression without modeling mislabel probabilitiesMinimum Rényi pseudodistance estimators for logistic regression modelsRobust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimatorsRobust tests for the equality of two normal means based on the density power divergenceRobust estimation of location and concentration parameters for the von Mises-Fisher distribution




This page was built for publication: A comparison of related density-based minimum divergence estimators