ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES

DOI10.1111/j.1467-842X.2006.00428.xzbMath1109.62015OpenAlexW2045941338MaRDI QIDQ3429886

Sahadeb Sarkar, Ayanendranath Basu, Subir Kumar Bhandari

Publication date: 20 March 2007

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2006.00428.x

zbMATH Keywords

robustnessefficiencybreakdown pointsminimum disparity estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items

On second order efficient robust inference ⋮ Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions ⋮ ON THE POWER BREAKDOWN OF THE NEGATIVE EXPONENTIAL DISPARITY TESTS ⋮ Minimum disparity estimation: improved efficiency through inlier modification ⋮ Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models ⋮ Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data ⋮ The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.

Cites Work

• Unnamed Item
• Multilayer statistical classifiers
• Weighted likelihood estimating equations: The discrete case with applications to logistic regression
• Minimum negative exponential disparity estimation in parametric models
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Tests of hypotheses in discrete models based on the penalized Hellinger distance
• Approximation Theorems of Mathematical Statistics

This page was built for publication: ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES