A comparison of related density-based minimum divergence estimators
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(60)- A refined Jensen's inequality in Hilbert spaces and empirical approximations
- The logarithmic super divergence and asymptotic inference properties
- Confidence distributions and related themes
- Testing composite hypothesis based on the density power divergence
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
- Testing statistical hypotheses based on the density power divergence
- Normalized estimating equation for robust parameter estimation
- Statistical inference based on bridge divergences
- Cramér-Rao lower bounds arising from generalized Csiszár divergences
- Projection theorems and estimating equations for power-law models
- 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
- AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions
- The B-exponential divergence and its generalizations with applications to parametric estimation
- Robust statistical inference based on the \(C\)-divergence family
- Robust tests for the equality of two normal means based on the density power divergence
- The minimum S-divergence estimator under continuous models: the Basu-Lindsay approach
- Robust Gaussian graphical modeling
- Robust estimation in the normal mixture model
- Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
- Minimum scoring rule inference
- The influence function of the optimal bandwidth for kernel density estimation
- Robust mislabel logistic regression without modeling mislabel probabilities
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
- Affine invariant divergences associated with proper composite scoring rules and their applications
- scientific article; zbMATH DE number 7387541 (Why is no real title available?)
- Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model
- Data driven robust estimation methods for fixed effects panel data models
- Robust Bayesian inference via γ-divergence
- Exponentiality test based on alpha-divergence and gamma-divergence
- Choosing a robustness tuning parameter
- Robust clustering method in the presence of scattered observations
- Generalized Wald-type tests based on minimum density power divergence estimators
- Gene–environment interaction identification via penalized robust divergence
- Model selection for independent not identically distributed observations based on Rényi's pseudodistances
- Geographically weighted Comedian method for spatial outlier detection
- Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
- Nonnegative Matrix Factorization and Log-Determinant Divergences
- Robust regression against heavy heterogeneous contamination
- On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
- Outlier-robust parameter estimation for unnormalized statistical models
- Minimizing robust density power-based divergences for general parametric density models
- A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
- Relationship between Hölder divergence and functional density power divergence: intersection and generalization
- Robust variable selection in high-dimensional nonparametric additive model
- Application of some L₂ optimization to a discrete distribution
- Robust and consistent model evaluation criteria in high-dimensional regression
- A new robust approach for the polytomous logistic regression model based on Rényi's pseudodistances
- Adaptively robust small area estimation: balancing robustness and efficiency of empirical Bayes confidence intervals
- A density power divergence measure to discriminate between generalized exponential and Weibull distributions
- A Generalized Mean Approach for Distributed-PCA
- Robust Linear Mixed Models Using Hierarchical Gamma-Divergence
- Robust estimation for kernel exponential families with smoothed total variation distances
- Minimum copula divergence for robust estimation
- On robustness of statistical inference based on the logarithmic super divergence family
- Robustified Gaussian quasi-likelihood inference for volatility
- Fast robust additive models using gamma-divergence
- Non-parametric kernel regression for multinomial data
- Robust parameter estimation with a small bias against heavy contamination
- Some variants of minimum disparity estimation
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