Robust tests based on dual divergence estimators and saddlepoint approximations
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Publication:962209
DOI10.1016/j.jmva.2009.11.001zbMath1185.62042OpenAlexW2113637396MaRDI QIDQ962209
Aida Toma, Samuela Leoni-Aubin
Publication date: 6 April 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.11.001
Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric tests (62F05)
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Uses Software
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- The density of multivariate \(M\)-estimates.
- Minimization of φ-divergences on sets of signed measures
- Small-sample asymptotic distributions of M-estimators of location
- Robust Statistics
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