Minimum negative exponential disparity estimation in parametric models
DOI10.1016/S0378-3758(96)00078-XzbMATH Open0900.62176OpenAlexW2010778717MaRDI QIDQ1361763FDOQ1361763
Authors: Sahadeb Sarkar, Ayanendranath Basu, Anand N. Vidyashankar 
Publication date: 15 December 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00078-x
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- Minimum disparity estimation based on combined disparities: asymptotic results
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outliersrobustnessmaximum likelihood estimatorinliersminimum disparity estimationresidual adjustment functionHellinger distance asymptotic efficiency
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (14)
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES
- Consistency, efficiency and robustness of conditional disparity methods
- Negative exponential disparity based family of goodness-of-fit tests for multinomial models
- Minimum negative exponential disparity estimation of mixture proportions.
- Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
- On the asymptotics of minimum disparity estimation
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- The iteratively reweighted estimating equation in minimum distance problems
- Minimum Hellinger distance estimation for randomized play the winner design
- Minimum disparity estimation: asymptotic normality and breakdown point results
- Minimum disparity estimators for discrete and continuous models.
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results
- ON THE POWER BREAKDOWN OF THE NEGATIVE EXPONENTIAL DISPARITY TESTS
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