Decomposable pseudodistances and applications in statistical estimation

DOI10.1016/j.jspi.2012.03.019zbMath1253.62013arXiv1104.1541OpenAlexW2964272499MaRDI QIDQ447622

Igor Vajda, Aida Toma, Michel Broniatowski

Publication date: 4 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1541

zbMATH Keywords

robustnessinfluence functiondivergenceparametric modelregression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (18)

Influence analysis of robust Wald-type tests ⋮ Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model ⋮ The logarithmic super divergence and asymptotic inference properties ⋮ Robustness of dual divergence estimators for models satisfying linear constraints ⋮ Existence, consistency and computer simulation for selected variants of minimum distance estimators ⋮ Model selection for independent not identically distributed observations based on Rényi's pseudodistances ⋮ Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models ⋮ Testing composite hypothesis based on the density power divergence ⋮ Robust mean variance optimization problem under Rényi divergence information ⋮ Robust variable selection for finite mixture regression models ⋮ Statistical inference based on bridge divergences ⋮ Projection theorems and estimating equations for power-law models ⋮ Several Applications of Divergence Criteria in Continuous Families ⋮ Estimation of entropy-type integral functionals ⋮ Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ Minimum Rényi pseudodistance estimators for logistic regression models ⋮ Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Dual divergence estimators and tests: robustness results
• Parametric estimation and tests through divergences and the duality technique
• Robust tests based on dual divergence estimators and saddlepoint approximations
• On empirical likelihood for semiparametric two-sample density ratio models
• Several Applications of Divergence Criteria in Continuous Families
• On Divergences and Informations in Statistics and Information Theory
• On Distributional Properties and Goodness-of-Fit Tests for Generalized Measures of Divergence
• New estimates and tests of independence in some copula models
• Robust and efficient estimation by minimising a density power divergence
• Asymptotic Statistics
• A New Test Procedure of Independence in Copula Models via χ²-Divergence
• Robust Statistics

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