On distance-type Gaussian estimation

DOI10.1016/J.JMVA.2021.104831MaRDI QIDQ2062781zbMATH OpenOpenAlexFDO

Authors Elena Castilla, K. Zografos

Publication date 3 January 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2021.104831

zbMATH Keywords

maximum likelihood estimationrobustnessGaussian estimationdensity power divergenceelliptically contoured distributionsminimum density power divergence Gaussian estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 4021509
• Estimation of distance functionals between density functions
• scientific article; zbMATH DE number 56050
• On estimation of probability density function and Hellinqer distance
• A Wasserstein-Type Distance in the Space of Gaussian Mixture Models
• Statistical properties of distance estimators
• Gromov-Wasserstein distances between Gaussian distributions
• On parameter estimation with the Wasserstein distance

Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• A multivariate generalization of the power exponential family of distributions
• A note on the asymptotic distribution of the minimum density power divergence estimator
• Choosing a robustness tuning parameter
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
• Elements of Information Theory
• Flexible linear mixed models with improper priors for longitudinal and survival data
• General Gaussian estimation
• Generalized Wald-type tests based on minimum density power divergence estimators
• Information Theory and Statistical Mechanics
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Multivariate T-Distributions and Their Applications
• On maximum entropy characterization of Pearson's type II and VII multivariate distributions
• On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
• Robust and efficient estimation by minimising a density power divergence
• Some extremal type elliptical distributions
• Statistical Inference
• The emperor's new clothes: a critique of the multivariate t regression model
• Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence

Cited in

(4)

• scientific article; zbMATH DE number 56050 (Why is no real title available?)
• General Gaussian estimation
• A Variational Method for Accurate Distance Function Estimation
• Distance-based analysis of variance: Approximate inference

This page was built for publication: On distance-type Gaussian estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2062781)