Normalized estimating equation for robust parameter estimation

DOI10.1214/13-EJS817MaRDI QIDQ1954142zbMATH OpenOpenAlexFDO

Authors Hironori Fujisawa

Publication date 20 June 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1369919743

zbMATH Keywords

latent biasnormalized estimating equationrobust parameter estimationweighted score function

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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Cited in

(11)

• The logarithmic super divergence and asymptotic inference properties
• Statistical inference based on bridge divergences
• AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions
• Data driven robust estimation methods for fixed effects panel data models
• Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
• Robust density power divergence estimates for panel data models
• Robust Linear Mixed Models Using Hierarchical Gamma-Divergence
• On robustness of statistical inference based on the logarithmic super divergence family
• Robust statistics and sparse modeling
• Robustified Gaussian quasi-likelihood inference for volatility
• Fast robust additive models using gamma-divergence

Describes a project that uses

Uses Software

• robustbase

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