Robust Statistical Engineering by Means of Scaled Bregman Distances
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Publication:2963609
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Cites work
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- About distances of discrete distributions satisfying the data processing theorem of information theory
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- Limits of Bayesian decision related quantities of binomial asset price models
- Minimum Hellinger distance estimates for parametric models
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
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- On Divergences and Informations in Statistics and Information Theory
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- On disparity based goodness-of-fit tests for multinomial models
- Robust and efficient estimation by minimising a density power divergence
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- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Statistical Inference
- THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
- Testing statistical hypotheses based on the density power divergence
- Theory of statistical inference and information. Transl. from the Slovak by the author
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- Some universal insights on divergences for statistics, machine learning and artificial intelligence
- Optimal transport with some directed distances
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- Robust estimation by means of scaled Bregman power distances. II: Extreme values
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- Goodness-of-fit testing of a count time series' marginal distribution
- A new toolkit for robust distributional change detection
- Statistical distances and their role in robustness
- 3D insights to some divergences for robust statistics and machine learning
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