Robust statistical inference based on the \(C\)-divergence family

DOI10.1007/s10463-018-0678-5zbMath1435.62135OpenAlexW2886217177MaRDI QIDQ2330537

Avijit Maji, Abhik Ghosh, Ayanendranath Basu, Leandro Pardo

Publication date: 22 October 2019

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

Full work available at URL: https://doi.org/10.1007/s10463-018-0678-5

zbMATH Keywords

density power divergence\(C\)-divergencegeneralized power divergence

Mathematics Subject Classification ID

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

Related Items

Robust Wald-type test statistics based on minimum C-divergence estimators ⋮ Minimum density power divergence estimator for negative binomial integer-valued GARCH models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing composite null hypotheses based on \(S\)-divergences
• The power divergence and the density power divergence families: the mathematical connection
• Decomposable pseudodistances and applications in statistical estimation
• Asymptotic properties of minimum \(S\)-divergence estimator for discrete models
• Robust parameter estimation with a small bias against heavy contamination
• A model selection criterion based on the BHHJ measure of divergence
• M-estimation for discrete data: Asymptotic distribution theory and implications
• Do robust estimators work with real data?
• Minimum Hellinger distance estimates for parametric models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Testing statistical hypotheses based on the density power divergence
• On the robustness of a divergence based test of simple statistical hypotheses
• A generalized divergence for statistical inference
• A comparison of related density-based minimum divergence estimators
• Several Applications of Divergence Criteria in Continuous Families
• Generalized Measures of Divergence in Survival Analysis and Reliability
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Robust and efficient estimation by minimising a density power divergence
• A New Family of Divergences Originating From Model Adequacy Tests and Application to Robust Statistical Inference
• A Characterization of All Single-Integral, Non-Kernel Divergence Estimators
• Statistical Inference

This page was built for publication: Robust statistical inference based on the \(C\)-divergence family