The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach

DOI10.1007/s00362-015-0701-3zbMath1371.62026arXiv1408.1239OpenAlexW1786325621MaRDI QIDQ2359161

Ayanendranath Basu, Abhik Ghosh

Publication date: 27 June 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.1239

zbMATH Keywords

robustnesscontinuous modelBasu-Lindsay approachminimum \(S\)-divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Test for parameter change in the presence of outliers: the density power divergence-based approach ⋮ On the consistency and the robustness in model selection criteria ⋮ Robust test for structural instability in dynamic factor models ⋮ Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models ⋮ Influence function analysis of the restricted minimum divergence estimators: a general form

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust Bayes estimation using the density power divergence
• The power divergence and the density power divergence families: the mathematical connection
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
• Consistency of the kernel density estimator: a survey
• Selection of tuning parameters in bridge regression models via Bayesian information criterion
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Dual divergence estimators and tests: robustness results
• Divergence-based estimation and testing with misclassified data
• Minimum \(\phi\)-divergence estimator in logistic regression models
• Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
• Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution
• Do robust estimators work with real data?
• Minimum Hellinger distance estimates for parametric models
• Robust asymptotic statistics
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Asymptotic behaviour and statistical applications of divergence measures in multinomial populations: A unified study
• The ``automatic robustness of minimum distance functionals
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• On the robustness of a divergence based test of simple statistical hypotheses
• A generalized divergence for statistical inference
• A comparison of related density-based minimum divergence estimators
• Robust Blind Source Separation by Beta Divergence
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Robust and efficient estimation by minimising a density power divergence
• Two approaches to grouping of data and related disparity statistics
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
• Choosing a robustness tuning parameter
• On Information and Sufficiency
• Statistical Inference

This page was built for publication: The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach