The generalized kullback-leibler divergence and robust inference

DOI10.1080/0094965021000033477zbMATH Open1054.62037OpenAlexW2028287215MaRDI QIDQ4470106FDOQ4470106

Authors: Chanseok Park, Ayanendranath Basu 

Publication date: 22 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965021000033477

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zbMATH Keywords

Pearson residualBreakdown pointDisparityResidual adjustment functionEmpty cell

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (12)

• Robust estimation for multivariate wrapped models
• Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
• The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
• Robust explicit estimators using the power-weighted repeated medians
• Weighted likelihood estimation of multivariate location and scatter
• A data-based method for selecting tuning parameters in minimum distance estimators
• Towards an Axiomatization for the Generalization of the Kullback-Leibler Divergence to Belief Functions
• Robust confidence intervals for log-location-scale models with right censored data
• Robust Inference in Generalized Linear Models
• A robust bootstrap control chart for the log-logistic percentiles
• Minimum \(\phi\)-divergence estimation in misspecified multinomial models
• Optimal robust estimates using the Kullback-Leibler divergence

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