Choosing a robustness tuning parameter
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Publication:5312751
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Cites work
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- Robust and efficient estimation by minimising a density power divergence
Cited in
(70)- On second order efficient robust inference
- Maximum Lq-likelihood Estimation in Functional Measurement Error Models
- A weighted likelihood approach to problems in survival data
- On distance-type Gaussian estimation
- Influence analysis of robust Wald-type tests
- Robust estimation in stochastic frontier models
- Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
- Statistical inference based on bridge divergences
- General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
- On the `optimal' density power divergence tuning parameter
- Robust and efficient parametric estimation for censored survival data
- Minimum density power divergence estimator for Poisson autoregressive models
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- On the choice of the optimal tuning parameter in robust one-shot device testing analysis
- Minimum phi-divergence estimators for multinomial logistic regression with complex sample design
- Power divergence approach for one-shot device testing under competing risks
- Robust semiparametric inference for polytomous logistic regression with complex survey design
- Comments on: ``On active learning methods for manifold data
- On data-dependent tuning constant of the Huber family for robust estimator
- Robust estimation for the order of finite mixture models
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- Robust inference for skewed data in health sciences
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- Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood
- Robust Wald-type test statistics based on minimum C-divergence estimators
- Statistical inference based on a new weighted likelihood approach
- Robust estimation in generalized linear models: the density power divergence approach
- Robust inference using the exponential-polynomial divergence
- Recent progress in parameter change test for integer-valued time series models
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
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- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Robust and efficient estimation in ordinal response models using the density power divergence
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- Robust estimation based on one-shot device test data under log-normal lifetimes
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- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- Non-destructive one-shot device test under step-stress experiment with lognormal lifetime distribution
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