Minimum disparity estimation for continuous models: Efficiency, distributions and robustness

DOI10.1007/BF00773476zbMath0821.62018MaRDI QIDQ1895424

Ayanendranath Basu, Bruce G. Lindsay

Publication date: 11 September 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robustnesssmoothingconsistencyasymptotic normalityHellinger distanceefficiencykernel density estimatorMLEcontinuous modelssecond derivativePearson residualsresidual adjustment functionminimum disparity estimatorsgeneral class of minimum distance estimatorsmodel densitytransparent kernels

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (74)

Consistency, efficiency and robustness of conditional disparity methods ⋮ On robustness and efficiency of minimum divergence estimators ⋮ The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ Minimum quadratic distance density estimation using nonparametric mixtures ⋮ Robust Wald-type test statistics based on minimum C-divergence estimators ⋮ Robust estimation for multivariate wrapped models ⋮ Robust fitting of mixtures of GLMs by weighted likelihood ⋮ Testing composite null hypotheses based on \(S\)-divergences ⋮ Minimum disparity estimation in the errors-in-variables model ⋮ A new class of metric divergences on probability spaces and its applicability in statistics ⋮ Minimum density power divergence estimator for Poisson autoregressive models ⋮ Minimum distance method for directional data and outlier detection ⋮ Cluster analysis using different correlation coefficients ⋮ A Jensen-Gini measure of divergence with application in parameter estimation ⋮ Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results ⋮ Estimation for u-shaped beta distributions: minimum hellinger distance and related methods ⋮ Profile Hellinger distance estimation ⋮ Weighted likelihood estimating equations: The discrete case with applications to logistic regression ⋮ Minimum negative exponential disparity estimation in parametric models ⋮ Statistical Distances and Their Role in Robustness ⋮ Robust estimation in the errors variables model via weighted likelihood estimating equations ⋮ Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers ⋮ On second order efficient robust inference ⋮ Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency ⋮ Disparity, Shortfall, and Twice-Endogenous HARA Utility ⋮ Robust discriminant analysis using weighted likelihood estimators ⋮ On the asymptotics of minimum disparity estimation ⋮ Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach ⋮ Dual divergence estimators and tests: robustness results ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Minimum density power divergence estimator for GARCH models ⋮ Minimum density power divergence estimator for diffusion processes ⋮ Robust estimation for zero-inflated poisson autoregressive models based on density power divergence ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ One-step minimum Hellinger distance estimation ⋮ Robust Statistical Engineering by Means of Scaled Bregman Distances ⋮ Multinomial goodness-of-fit tests under inlier modification ⋮ Two-stage hierarchical modeling for analysis of subpopulations in conditional distributions ⋮ Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions ⋮ Statistical inference based on a new weighted likelihood approach ⋮ Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance ⋮ The iteratively reweighted estimating equation in minimum distance problems ⋮ Some variants of minimum disparity estimation ⋮ Parametric estimation and tests through divergences and the duality technique ⋮ Robust tests for equality of two population means under the normal model ⋮ Simulated minimum Hellinger distance estimation of stochastic volatility models ⋮ Statistical inference based on bridge divergences ⋮ A weighted strategy to handle likelihood uncertainty in Bayesian inference ⋮ Minimum Hellinger distance estimation for randomized play the winner design ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ Weighting Method for a Linear Mixed Model ⋮ Test for parameter change based on the estimator minimizing density-based divergence meas\-ures ⋮ Towards a better understanding of the dual representation of phi divergences ⋮ Probabilistic equivalence and stochastic model reduction in multiscale analysis ⋮ Two-sample homogeneity tests based on divergence measures ⋮ Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence ⋮ Weighted likelihood mixture modeling and model-based clustering ⋮ Minimum disparity computation via the iteratively reweighted least integrated squares algorithms ⋮ Weighted likelihood latent class linear regression ⋮ Robust Inference Against Imperfect Ranking in Ranked Set Sampling ⋮ A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models ⋮ Unnamed Item ⋮ Robust estimation for the covariance matrix of multi-variate time series ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ Statistical distances in goodness-of-fit ⋮ Robust estimation for copula Parameter in SCOMDY models ⋮ Robust statistical inference: weighted likelihoods or usual m-estimation? ⋮ ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES ⋮ A general set up for minimum disparity estimation ⋮ Improving predictive inference under covariate shift by weighting the log-likelihood function ⋮ A robust estimation method for the linear regression model parameters with correlated error terms and outliers ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators. ⋮ Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The iteratively reweighted estimating equation in minimum distance problems
• Minimum Hellinger distance estimates for parametric models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data

This page was built for publication: Minimum disparity estimation for continuous models: Efficiency, distributions and robustness