Robust parameter estimation with a small bias against heavy contamination

DOI10.1016/j.jmva.2008.02.004zbMath1169.62010OpenAlexW2035641621MaRDI QIDQ953862

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.004

zbMATH Keywords

characterization divergence bias cross entropy pythagorean relation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistical aspects of information-theoretic topics (62B10)

Related Items

Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence ⋮ The logarithmic super divergence and asymptotic inference properties ⋮ Log-determinant divergences revisited: alpha-beta and gamma log-det divergences ⋮ Statistical analysis of distance estimators with density differences and density ratios ⋮ Duality of maximum entropy and minimum divergence ⋮ A study of Rényi entropy based on the information geometry formalism ⋮ Iterative Bias Correction of the Cross-Validation Criterion ⋮ Test for parameter change in the presence of outliers: the density power divergence-based approach ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Robust sparse Gaussian graphical modeling ⋮ Robust Bayesian inference via γ-divergence ⋮ Exponentiality test based on alpha-divergence and gamma-divergence ⋮ Graph-based composite local Bregman divergences on discrete sample spaces ⋮ Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation ⋮ Projective power entropy and maximum Tsallis entropy distributions ⋮ Robust parameter estimation for stationary processes by an exotic disparity from prediction problem ⋮ Gene–environment interaction identification via penalized robust divergence ⋮ Active learning by query by committee with robust divergences ⋮ Model selection for independent not identically distributed observations based on Rényi's pseudodistances ⋮ Minimum information divergence of Q-functions for dynamic treatment resumes ⋮ Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference ⋮ The Kullback-Leibler divergence between lattice Gaussian distributions ⋮ On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation ⋮ Robust regression against heavy heterogeneous contamination ⋮ Adaptation of the tuning parameter in general Bayesian inference with robust divergence ⋮ Robust estimation of the conditional stable tail dependence function ⋮ Robust density power divergence estimates for panel data models ⋮ \( \lambda \)-deformed evidence lower bound (\( \lambda \)-ELBO) using Rényi and Tsallis divergence ⋮ Density estimation with minimization of \(U\)-divergence ⋮ A proper scoring rule for minimum information bivariate copulas ⋮ A class of estimators based on overlapping sample spacings ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Normalized estimating equation for robust parameter estimation ⋮ Unnamed Item ⋮ A reference-invariant health disparity index based on Rényi divergence ⋮ Spontaneous Clustering via Minimum Gamma-Divergence ⋮ Robust Clustering Method in the Presence of Scattered Observations ⋮ Active learning for noisy oracle via density power divergence ⋮ Entropy and divergence associated with power function and the statistical application ⋮ A class of asymptotically efficient estimators based on sample spacings ⋮ Affine invariant divergences associated with proper composite scoring rules and their applications ⋮ \(\gamma\)-SUP: a clustering algorithm for cryo-electron microscopy images of asymmetric particles ⋮ AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions ⋮ Divergence-Based Vector Quantization ⋮ Statistical inference based on bridge divergences ⋮ On the convergence and consistency of the blurring mean-shift process ⋮ Cramér-Rao lower bounds arising from generalized Csiszár divergences ⋮ Escort entropies and divergences and related canonical distribution ⋮ Minimum Scoring Rule Inference ⋮ Detection of heterogeneous structures on the Gaussian copula model using projective power entropy ⋮ Projection theorems and estimating equations for power-law models ⋮ Robust high-dimensional regression for data with anomalous responses ⋮ Sequential change point test in the presence of outliers: the density power divergence based approach ⋮ Special feature: Information theory and statistics ⋮ Statistical modeling of robust non-negative matrix factorization based on \(\gamma \)-divergence and its applications ⋮ Robust and sparse regression in generalized linear model by stochastic optimization ⋮ Dynamical Systems Approach to Outlier Robust Deep Neural Networks for Regression ⋮ Information geometry of modal linear regression ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ Robust mislabel logistic regression without modeling mislabel probabilities ⋮ Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators ⋮ Entropic risk minimization for nonparametric estimation of mixing distributions ⋮ Robust tests for the equality of two normal means based on the density power divergence ⋮ Robust estimation of location and concentration parameters for the von Mises-Fisher distribution

Uses Software

robustbase

Cites Work

This page was built for publication: Robust parameter estimation with a small bias against heavy contamination