Robust tests based on dual divergence estimators and saddlepoint approximations
From MaRDI portal
Publication:962209
DOI10.1016/j.jmva.2009.11.001zbMath1185.62042MaRDI 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
62F03: Parametric hypothesis testing
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
65C05: Monte Carlo methods
62B10: Statistical aspects of information-theoretic topics
62F05: Asymptotic properties of parametric tests
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Uses Software
Cites Work
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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