Robust Statistical Engineering by Means of Scaled Bregman Distances
DOI10.1007/978-81-322-3643-6_5zbMATH Open1359.62091OpenAlexW2552622259MaRDI QIDQ2963609FDOQ2963609
Authors: Anna-Lena Kißlinger, W. Stummer 
Publication date: 15 February 2017
Published in: Recent Advances in Robust Statistics: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-81-322-3643-6_5
Recommendations
- Robust estimation by means of scaled Bregman power distances. I: Non-homogeneous data
- Robust estimation by means of scaled Bregman power distances. II: Extreme values
- Robust estimation in structural equation models using Bregman divergences
- Optimal robust estimates using the Hellinger distance
- scientific article; zbMATH DE number 7668294
- Statistical distances and their role in robustness
- Models and algorithms for distributionally robust least squares problems
- Robust Estimation via Robust Gradient Estimation
Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Computing methodologies for image processing (68U10)
Cites Work
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Title not available (Why is that?)
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
- On Bregman Distances and Divergences of Probability Measures
- Goodness-of-fit statistics for discrete multivariate data
- Theory of statistical inference and information. Transl. from the Slovak by the author
- Minimum Hellinger distance estimates for parametric models
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- On Divergences and Informations in Statistics and Information Theory
- Title not available (Why is that?)
- Robust and efficient estimation by minimising a density power divergence
- Title not available (Why is that?)
- Title not available (Why is that?)
- Statistical Inference
- Testing statistical hypotheses based on the density power divergence
- THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
- Generalized projections for non-negative functions
- On asymptotic properties of information-theoretic divergences
- Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests
- On disparity based goodness-of-fit tests for multinomial models
- About distances of discrete distributions satisfying the data processing theorem of information theory
- Robust tests for the equality of two normal means based on the density power divergence
- Title not available (Why is that?)
- Limits of Bayesian decision related quantities of binomial asset price models
Cited In (10)
- Some decision procedures based on scaled Bregman distance surfaces
- Some universal insights on divergences for statistics, machine learning and artificial intelligence
- Optimal transport with some directed distances
- Robust estimation by means of scaled Bregman power distances. I: Non-homogeneous data
- 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
This page was built for publication: Robust Statistical Engineering by Means of Scaled Bregman Distances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2963609)
