Robustness of dual divergence estimators for models satisfying linear constraints

DOI10.1016/J.CRMA.2013.02.005MaRDI QIDQ351393zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Decomposable pseudodistances and applications in statistical estimation
• Divergences and duality for estimation and test under moment condition models
• Dual divergence estimators and tests: robustness results
• Dual representation of \(\phi\)-divergences and applications.
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Minimization of φ-divergences on sets of signed measures
• New estimates and tests of independence in some copula models
• Parametric estimation and tests through divergences and the duality technique
• Robust tests based on dual divergence estimators and saddlepoint approximations
• Weighted empirical likelihood estimates and their robustness properties

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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