A data-based method for selecting tuning parameters in minimum distance estimators
From MaRDI portal
Recommendations
- Choosing a robustness tuning parameter
- Minimum distance density-based estimation
- On the `optimal' density power divergence tuning parameter
- On data-dependent tuning constant of the Huber family for robust estimator
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- A data-based method for selecting tuning parameters in minimum distance estimators
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Minimum Hellinger distance estimates for parametric models
- Robust Statistics
- Robust and efficient estimation by minimising a density power divergence
- Smoothing methods in statistics
- The Influence Curve and Its Role in Robust Estimation
- The generalized kullback-leibler divergence and robust inference
Cited in
(24)- Sequential change point test in the presence of outliers: the density power divergence based approach
- The robust estimation method for a finite mixture of Poisson mixed-effect models
- On the `optimal' density power divergence tuning parameter
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- On the choice of the optimal tuning parameter in robust one-shot device testing analysis
- Power divergence approach for one-shot device testing under competing risks
- On data-dependent tuning constant of the Huber family for robust estimator
- Robust estimation for general integer-valued time series models
- A robust approach for testing parameter change in Poisson autoregressive models
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- Robust test for structural instability in dynamic factor models
- Statistical comparison of the goodness of fit delivered by five families of distributions used in distribution fitting
- Nonparametric and robust methods. (Editorial)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Choosing a robustness tuning parameter
- Recent progress in parameter change test for integer-valued time series models
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach
- A data-based method for selecting tuning parameters in minimum distance estimators
- Robust test for dispersion parameter change in discretely observed diffusion processes
- Test for parameter change in the presence of outliers: the density power divergence-based approach
- Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
This page was built for publication: A data-based method for selecting tuning parameters in minimum distance estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q957136)
