Decomposable pseudodistances and applications in statistical estimation

DOI10.1016/j.jspi.2012.03.019zbMath1253.62013arXiv1104.1541OpenAlexW2964272499MaRDI QIDQ447622

Igor Vajda, Aida Toma, Michel Broniatowski

Publication date: 4 September 2012

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

Full work available at URL: https://arxiv.org/abs/1104.1541

zbMATH Keywords

robustnessinfluence functiondivergenceparametric modelregression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Influence analysis of robust Wald-type tests, Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model, The logarithmic super divergence and asymptotic inference properties, Robustness of dual divergence estimators for models satisfying linear constraints, Existence, consistency and computer simulation for selected variants of minimum distance estimators, Model selection for independent not identically distributed observations based on Rényi's pseudodistances, Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models, Testing composite hypothesis based on the density power divergence, Robust mean variance optimization problem under Rényi divergence information, Robust variable selection for finite mixture regression models, Statistical inference based on bridge divergences, Projection theorems and estimating equations for power-law models, Several Applications of Divergence Criteria in Continuous Families, Estimation of entropy-type integral functionals, Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence, Robust statistical inference based on the \(C\)-divergence family, Minimum Rényi pseudodistance estimators for logistic regression models, Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Dual divergence estimators and tests: robustness results
• Parametric estimation and tests through divergences and the duality technique
• Robust tests based on dual divergence estimators and saddlepoint approximations
• On empirical likelihood for semiparametric two-sample density ratio models
• Several Applications of Divergence Criteria in Continuous Families
• On Divergences and Informations in Statistics and Information Theory
• On Distributional Properties and Goodness-of-Fit Tests for Generalized Measures of Divergence
• New estimates and tests of independence in some copula models
• Robust and efficient estimation by minimising a density power divergence
• Asymptotic Statistics
• A New Test Procedure of Independence in Copula Models via χ²-Divergence
• Robust Statistics