General bootstrap for dual \(\phi\)-divergence estimates
From MaRDI portal
Publication:764446
DOI10.1155/2012/834107zbMath1233.62097arXiv1106.2246WikidataQ58910994 ScholiaQ58910994MaRDI QIDQ764446
Mohamed Cherfi, Salim Bouzebda
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2246
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
62B10: Statistical aspects of information-theoretic topics
Related Items
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, General tests of conditional independence based on empirical processes indexed by functions, Dual divergences estimation for censored survival data, Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points, On Bayesian estimation via divergences, Some applications of the strong approximation of the integrated empirical copula processes, General tests of independence based on empirical processes indexed by functions, On the strong approximation of bootstrapped empirical copula processes with applications, Dual divergence estimators of the tail index, Cramér's type results for some bootstrapped \(U\)-statistics, Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimum divergence estimators, maximum likelihood and exponential families
- Dual divergences estimation for censored survival data
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Dual divergence estimators and tests: robustness results
- Bootstrap methods in statistics
- Bootstrapping empirical functions
- Bootstrapping general empirical measures
- Parametric estimation and tests through divergences and the duality technique
- A test of independence in some copula models
- Confidence sets for a multivariate distribution
- Convergence of stochastic empirical measures
- Necessary conditions for the bootstrap of the mean
- On a second-order asymptotic property of the Bayesian bootstrap mean
- Some asymptotic theory for the bootstrap
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap methods: another look at the jackknife
- Exchangeably weighted bootstraps of the general empirical process
- The weighted bootstrap
- A study of a class of weighted bootstrap for censored data
- Dual representation of \(\phi\)-divergences and applications.
- The weighted bootstrap mean for heavy-tailed distributions.
- Generalized bootstrap for estimating equations
- On robustness and efficiency of minimum divergence estimators
- Weak convergence and empirical processes. With applications to statistics
- A Bayesian bootstrap for censored data
- Introduction to empirical processes and semiparametric inference
- Robust and efficient parametric estimation for censored survival data
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Several Applications of Divergence Criteria in Continuous Families
- Nonparametric Estimation from Incomplete Observations
- Minimization of φ-divergences on sets of signed measures
- On Divergences and Informations in Statistics and Information Theory
- 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
- Choosing a robustness tuning parameter
- Semiparametric estimation in copula models
- Statistical Inference
