Statistical Inference
From MaRDI portal
Publication:5894015
DOI10.1201/b10956zbMath1281.62016OpenAlexW4210855551MaRDI QIDQ5894015
Chanseok Park, Ayanendranath Basu, Hiroyuki Shioya
Publication date: 7 January 2011
Full work available at URL: https://doi.org/10.1201/b10956
Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics (62Pxx)
Related Items (82)
On local divergences between two probability measures ⋮ The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ Minimum quadratic distance density estimation using nonparametric mixtures ⋮ Influence analysis of robust Wald-type tests ⋮ A study of the data augmentation strategy for stochastic differential equations ⋮ Robust Wald-type test statistics based on minimum C-divergence estimators ⋮ Robust parametric inference for finite Markov chains ⋮ Testing composite null hypotheses based on \(S\)-divergences ⋮ Some stochastic \textit{H H}-divergences in information theory ⋮ The logarithmic super divergence and asymptotic inference properties ⋮ Robust estimation on a parametric model via testing ⋮ Deterministic sampling from uniform distributions with Sierpiński space-filling curves ⋮ A Jensen-Gini measure of divergence with application in parameter estimation ⋮ A generalization of HH \(f\)-divergence ⋮ Empirical phi-divergence test statistics for testing simple and composite null hypotheses ⋮ General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications ⋮ Efficient and robust tests for semiparametric models ⋮ Fitting Financial Returns Distributions: A Mixture Normality Approach ⋮ A mixture model-based nonparametric approach to estimating a count distribution ⋮ On second order efficient robust inference ⋮ The power divergence and the density power divergence families: the mathematical connection ⋮ On the asymptotics of minimum disparity estimation ⋮ Regularized robust estimation in binary regression models ⋮ Comments on: ``On active learning methods for manifold data ⋮ The extended Bregman divergence and parametric estimation ⋮ On parameter estimation for amoroso family of distributions ⋮ Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks ⋮ Robust sure independence screening for nonpolynomial dimensional generalized linear models ⋮ Testing statistical hypotheses based on the density power divergence ⋮ A nonparametric two‐sample test using a general φ‐divergence‐based mutual information ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ A queueing model of visual search ⋮ Robust Statistical Engineering by Means of Scaled Bregman Distances ⋮ Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method ⋮ Unnamed Item ⋮ Testing composite hypothesis based on the density power divergence ⋮ Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach ⋮ Divergence-based tests of homogeneity for spatial data ⋮ Power divergence family of statistics for person parameters in IRT models ⋮ A class of asymptotically efficient estimators based on sample spacings ⋮ Affine invariant divergences associated with proper composite scoring rules and their applications ⋮ Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling ⋮ Statistical inference based on a new weighted likelihood approach ⋮ A robust generalization and asymptotic properties of the model selection criterion family ⋮ Testing with exponentially tilted empirical likelihood ⋮ Fundamental properties of relative entropy and Lin divergence for Choquet integral ⋮ Robust inference using the exponential-polynomial divergence ⋮ Cramér-Rao lower bounds arising from generalized Csiszár divergences ⋮ Generalized Wald-type tests based on minimum density power divergence estimators ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator ⋮ Projection theorems and estimating equations for power-law models ⋮ A generalized Hellinger distance for Choquet integral ⋮ Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models ⋮ Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence ⋮ A criterion for local model selection ⋮ Asymptotic properties of minimum \(S\)-divergence estimator for discrete models ⋮ Robust semiparametric inference for polytomous logistic regression with complex survey design ⋮ Robust confidence regions for multinomial probabilities ⋮ On distance-type Gaussian estimation ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches ⋮ Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator ⋮ General bootstrap for dual \(\phi\)-divergence estimates ⋮ On the maximum \(f\)-divergence of probability distributions given the value of their coupling ⋮ Regression using localised functional Bregman divergence ⋮ The B-exponential divergence and its generalizations with applications to parametric estimation ⋮ A modified Kullback-Leibler divergence for non-additive measures based on Choquet integral ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ Minimum Rényi pseudodistance estimators for logistic regression models ⋮ A model selection criterion for count models based on a divergence between probability generating functions ⋮ New Insights Into Learning With Correntropy-Based Regression ⋮ On divergence tests for composite hypotheses under composite likelihood ⋮ Modified minimum distance estimators: definition, properties and applications ⋮ A general set up for minimum disparity estimation ⋮ On the ‘optimal’ density power divergence tuning parameter ⋮ On the robustness of a divergence based test of simple statistical hypotheses ⋮ Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators ⋮ Influence function analysis of the restricted minimum divergence estimators: a general form ⋮ Robust inference for skewed data in health sciences ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Optimal transport with some directed distances ⋮ Robust Bayes estimation using the density power divergence
Uses Software
This page was built for publication: Statistical Inference
