Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2009.11.001
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+W2113637396
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+Parametric estimation and tests through divergences and the duality technique
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+Dual divergence estimators and tests: robustness results
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+Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
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+Q4001813
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+Q2859015
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+Small sample asymptotic expansions for multivariate M-estimates
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+Small-sample asymptotic distributions of <i>M</i>-estimators of location
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+The density of multivariate \(M\)-estimates.
@@ Property / cites work: The density of multivariate \(M\)-estimates. / rank @@
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+Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
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+Q3675305
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+Q3687500
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+Minimization of φ-divergences on sets of signed measures
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+On the density of minimum contrast estimators
@@ Property / cites work: On the density of minimum contrast estimators / rank @@
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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