On second order efficient robust inference

DOI10.1016/J.CSDA.2015.02.008zbMATH Open1468.62156OpenAlexW1982054165MaRDI QIDQ1663293FDOQ1663293

Authors: Subhadeep Paul, Ayanendranath Basu 

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.008

Recommendations

• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• scientific article; zbMATH DE number 3842981
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• scientific article; zbMATH DE number 3879905
• Higher-order infinitesimal robustness

zbMATH Keywords

robustnessHellinger distancesecond order efficiencyresidual adjustment functionminimum distance inferencenegative exponential disparity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Title not available (Why is that?)
• Weighted Likelihood Equations with Bootstrap Root Search
• Do robust estimators work with real data?
• Robust asymptotic statistics
• Minimum Hellinger distance estimates for parametric models
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Minimum disparity estimation: asymptotic normality and breakdown point results
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Statistical Inference
• Weighted likelihood estimating equations: The discrete case with applications to logistic regression
• Choosing a robustness tuning parameter
• The ``automatic robustness of minimum distance functionals
• ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hypothesis testing for two discrete populations based on the Hellinger distance
• Minimum disparity estimation: improved efficiency through inlier modification
• Outlier resistant minimum divergence methods in discrete parametric models

Cited In (6)

• The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
• Title not available (Why is that?)
• Cryptographic Hardware and Embedded Systems - CHES 2004
• Title not available (Why is that?)
• Higher-order infinitesimal robustness

This page was built for publication: On second order efficient robust inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663293)