Robustness of dual divergence estimators for models satisfying linear constraints

DOI10.1016/J.CRMA.2013.02.005zbMATH OpenNoneOpenAlexW2090458642MaRDI QIDQ351393FDOQ351393

Authors: Aida Toma 

Publication date: 11 July 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2013.02.005

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Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Empirical likelihood and general estimating equations
• Empirical likelihood
• Title not available (Why is that?)
• Title not available (Why is that?)
• Decomposable pseudodistances and applications in statistical estimation
• Dual divergence estimators and tests: robustness results
• Robust tests based on dual divergence estimators and saddlepoint approximations
• Weighted empirical likelihood estimates and their robustness properties
• Dual representation of \(\phi\)-divergences and applications.
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Minimization of φ-divergences on sets of signed measures
• New estimates and tests of independence in some copula models
• Divergences and duality for estimation and test under moment condition models
• Parametric estimation and tests through divergences and the duality technique

Cited In (4)

• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
• New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints
• Robust empirical likelihood
• Empirical phi-divergence test statistics for testing simple and composite null hypotheses

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