Statistical Distances and Their Role in Robustness
From MaRDI portal
Publication:4556961
DOI10.1007/978-3-319-69416-0_1zbMath1402.62090arXiv1612.07408OpenAlexW3103599873MaRDI QIDQ4556961
No author found.
Publication date: 28 November 2018
Published in: New Advances in Statistics and Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.07408
Related Items
Statistical matching of sample survey data: application to integrate Iranian time use and labour force surveys, Statistical distances in goodness-of-fit, How much reliable are the integrated ‘live’ data? A validation strategy proposal for the non-parametric micro statistical matching
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimum chi-square, not maximum likelihood!
- Minimum Hellinger distance estimates for parametric models
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- Influential observations, high leverage points, and outliers in linear regression. With discussion
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Quadratic distances on probabilities: A unified foundation
- The Identification of Multiple Outliers
- Robust decision design using a distance criterion
- Weighted Likelihood Equations with Bootstrap Root Search
- Mixture Models, Robustness, and the Weighted Likelihood Methodology
- Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests
- Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation