M estimators based on the probability integral transformation with applications to count data

DOI10.1016/J.SPL.2020.108751MaRDI QIDQ2173359zbMATH OpenOpenAlexFDO

Authors Marina Valdora, Victor J. Yohai

Publication date 22 April 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108751

zbMATH Keywords

count datanegative binomialPoisson processprobability integral transformationrobust estimators

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20) Density estimation (62G07) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Optimal robust estimates using the Hellinger distance
• Optimal robust estimates using the Kullback-Leibler divergence
• Robust estimators and probability integral transformations
• Robust Statistics
• Robust statistics. Theory and methods (with R)
• The Influence Curve and Its Role in Robust Estimation

Cited in

(2)

• Minimum distance estimators for count data based on the probability generating function with applications
• scientific article; zbMATH DE number 1322884 (Why is no real title available?)

Describes a project that uses

Uses Software

• robustbase
• RobStatTM
• R

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