On robustness and efficiency of minimum divergence estimators

DOI10.1007/BF02595695MaRDI QIDQ1872833zbMATH OpenOpenAlexFDO

Authors Raúl Jiménez, Yongzhao Shao

Publication date 18 May 2003

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595695

zbMATH Keywords

robustnessminimum divergencesecond-order efficiencyresidual adjustment functions

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• scientific article; zbMATH DE number 3251886 (Why is no real title available?)
• Asymptotic divergence of estimates of discrete distributions
• Certainty equivalents and information measures: Duality and extremal principles
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Goodness-of-fit statistics for discrete multivariate data
• Minimum Hellinger distance estimates for parametric models
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness

Cited in

(22)

• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Dual divergence estimators and tests: robustness results
• Limit Theorems for φ-Divergences Based onk-Spacings
• General bootstrap for dual -divergence estimates
• Gamma process-based models for disease progression
• The B-exponential divergence and its generalizations with applications to parametric estimation
• Minimum Divergence Methods in Statistical Machine Learning
• Minimum disparity estimation based on combined disparities: asymptotic results
• Towards a better understanding of the dual representation of phi divergences
• scientific article; zbMATH DE number 3986406 (Why is no real title available?)
• Outlier resistant minimum divergence methods in discrete parametric models
• Modified power divergence estimators in normal models -- simulation and comparative study
• Robust semiparametric inference for polytomous logistic regression with complex survey design
• Influence function analysis of the restricted minimum divergence estimators: a general form
• Robustness of dual divergence estimators for models satisfying linear constraints
• Asymptotic distribution and robustness of minimum total variation distance estimators
• scientific article; zbMATH DE number 3879905 (Why is no real title available?)
• Parametric estimation and tests through divergences and the duality technique
• Minimum \(\phi\)-divergence estimation in misspecified multinomial models
• Optimal robust estimates using the Kullback-Leibler divergence
• A Weighted Bootstrap Procedure for Divergence Minimization Problems
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods

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