Pages that link to "Item:Q608319"

The following pages link to Dual divergence estimators and tests: robustness results (Q608319):

Displaying 32 items.

• Influence analysis of robust Wald-type tests (Q272063) (← links)
• Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
• Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
• Minimum divergence estimators, maximum likelihood and exponential families (Q395956) (← links)
• Dual divergences estimation for censored survival data (Q419272) (← links)
• Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
• On Bayesian estimation via divergences (Q466196) (← links)
• Dual divergence estimators and tests: robustness results (Q608319) (← links)
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
• The logarithmic super divergence and asymptotic inference properties (Q1622020) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Testing composite hypothesis based on the density power divergence (Q1711614) (← links)
• Towards a better understanding of the dual representation of phi divergences (Q1785825) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Projection theorems and estimating equations for power-law models (Q2034450) (← links)
• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators (Q2062342) (← links)
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
• Robust empirical likelihood (Q2117953) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• A criterion for local model selection (Q2300091) (← links)
• On the robustness of a divergence based test of simple statistical hypotheses (Q2344395) (← links)
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach (Q2359161) (← links)
• Entropy-based pivotal statistics for multi-sample problems in planar shape (Q2666037) (← links)
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective (Q2684687) (← links)
• Several Applications of Divergence Criteria in Continuous Families (Q2919488) (← links)
• Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence (Q4967759) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)