Minimum copula divergence for robust estimation

DOI10.1007/S41884-025-00181-4MaRDI QIDQ7267412zbMATH OpenFDO

Authors Shinto Eguchi, Shogo Kato

Publication date 16 June 2026

Published in Information Geometry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S41884-025-00181-4

zbMATH Keywords

divergenceinfluence functionlong tailsmisspecification

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• A comparison of related density-based minimum divergence estimators
• A flexible Clayton-like spatial copula with application to bounded support data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Active learning by query by committee with robust divergences
• An introduction to copulas.
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Copula-based measures of asymmetry between the lower and upper tail probabilities
• Dependence modeling with copulas
• Efficient Estimation of Semiparametric Multivariate Copula Models
• Estimation of Copulas via Maximum Mean Discrepancy
• Geometry of minimum contrast
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 2152218 (Why is no real title available?)
• scientific article; zbMATH DE number 3252891 (Why is no real title available?)
• Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma
• Minimum Divergence Methods in Statistical Machine Learning
• Parametric dependence between random vectors via copula-based divergence measures
• Principles of copula theory
• Projective power entropy and maximum Tsallis entropy distributions
• Quantitative risk management. Concepts, techniques and tools
• Robust and efficient estimation by minimising a density power divergence
• Robust parameter estimation with a small bias against heavy contamination
• Second order efficiency of minimum contrast estimators in a curved exponential family
• Semiparametric estimation in copula models
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Tails of multivariate Archimedean copulas
• Weak convergence and empirical processes. With applications to statistics

This page was built for publication: Minimum copula divergence for robust estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7267412)