Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling

DOI10.1016/J.CAM.2020.113214MaRDI QIDQ2222164zbMATH OpenOpenAlexFDO

Authors Aida Calviño, N. Martín, Leandro Pardo

Publication date 3 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113214

zbMATH Keywords

bootstrapconfidence intervalsinfluence functionmaximum likelihood estimator (MLE)Monte Carlo simulationpoint estimation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Cites work

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• Influence analysis of robust Wald-type tests
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• Robust tests for the equality of two normal means based on the density power divergence
• Statistical Inference
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Testing statistical hypotheses based on the density power divergence

Cited in

(12)

• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
• Minimum Rényi pseudodistance estimators for logistic regression models
• A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
• Power and sample size computation for Wald tests in latent class models
• The minimum density power divergence estimation for the lognormal density
• New family of estimators for the loglinear model of quasi-independence based on power-divergence measures
• Ordinary and penalized minimum power-divergence estimators in two-way contingency tables
• Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
• A novel framework for quantifying nominal outlyingness
• Robust Rao-type tests for step-stress accelerated lifetests with interval-censored data and Weibull lifetime distributions
• Analysis of one-shot device testing data under logistic-exponential lifetime distribution with an application to SEER gallbladder cancer data
• Comparative analysis of two new hyperparameter selection methods for MDPD estimator in the presence of outliers

Describes a project that uses

Uses Software

• bootstrap

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