Choosing a robustness tuning parameter

DOI10.1080/00949650412331299120zbMATH Open1115.62317OpenAlexW2090929462MaRDI QIDQ5312751FDOQ5312751

Author name not available (Why is that?)

Publication date: 25 August 2005

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

Full work available at URL: https://doi.org/10.1080/00949650412331299120

Recommendations

• A data-based method for selecting tuning parameters in minimum distance estimators
• On data-dependent tuning constant of the Huber family for robust estimator
• On the choice of the optimal tuning parameter in robust one-shot device testing analysis
• On the `optimal' density power divergence tuning parameter
• On robust estimation via pseudo-additive information

zbMATH Keywords

minimum distance estimationasymptotic mean squared errorpilot estimator\(L_2\) distance estimation

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Estimates of Location: Survey and Advances
• A Brief Survey of Bandwidth Selection for Density Estimation
• A comparison of related density-based minimum divergence estimators
• Robust Blind Source Separation by Beta Divergence
• Robust and efficient estimation by minimising a density power divergence
• General entropy criteria for inverse problems, with applications to data compression, pattern classification, and cluster analysis
• Rendering parametric procedures more robust by empirically tilting the model
• Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach

Cited In (69)

• Maximum Lq-likelihood Estimation in Functional Measurement Error Models
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
• Influence analysis of robust Wald-type tests
• Testing composite hypothesis based on the density power divergence
• A robust Wald-type test for testing the equality of two means from log-normal samples
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
• The extended Bregman divergence and parametric estimation
• Statistical inference based on bridge divergences
• Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model
• The logarithmic super divergence and asymptotic inference properties
• Generalized Wald-type tests based on minimum density power divergence estimators
• Robust inference for skewed data in health sciences
• General bootstrap for dual \(\phi\)-divergence estimates
• Robust inference using the exponential-polynomial divergence
• Recent progress in parameter change test for integer-valued time series models
• Robust estimation for the order of finite mixture models
• The B-exponential divergence and its generalizations with applications to parametric estimation
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
• Title not available (Why is that?)
• Robust estimation for general integer-valued time series models
• Robust estimation in stochastic frontier models
• Robust estimation for order of hidden Markov models based on density power divergences
• Robust Wald-type test statistics based on minimum C-divergence estimators
• Statistical inference based on a new weighted likelihood approach
• On the ‘optimal’ density power divergence tuning parameter
• Robust semiparametric inference for polytomous logistic regression with complex survey design
• Robust and efficient parametric estimation for censored survival data
• Robust and efficient estimation of nonparametric generalized linear models
• Robust estimation in generalized linear models: the density power divergence approach
• A weighted likelihood approach to problems in survival data
• On distance-type Gaussian estimation
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Comments on: ``On active learning methods for manifold data
• Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood
• The power divergence and the density power divergence families: the mathematical connection
• On second order efficient robust inference
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
• Robust confidence distributions from proper scoring rules
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
• 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
• Power divergence approach for one-shot device testing under competing risks
• Minimum phi-divergence estimators for multinomial logistic regression with complex sample design
• Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures
• Minimum density power divergence estimator for Poisson autoregressive models
• On the consistency and the robustness in model selection criteria
• Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data
• Robust sure independence screening for nonpolynomial dimensional generalized linear models
• Robust and adaptive functional logistic regression
• Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
• Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
• Robust density power divergence estimates for panel data models
• Robust and efficient estimation in ordinal response models using the density power divergence
• Robust inference methods for meta-analysis involving influential outlying studies
• Non-destructive one-shot device test under step-stress experiment with lognormal lifetime distribution
• A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
• Robust Wald-type tests under random censoring
• A new class of robust two-sample Wald-type tests
• A Sharper Computational Tool for Regression
• The extended Bregman divergence and parametric estimation in continuous models
• Robust estimation based on one-shot device test data under log-normal lifetimes
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
• Adaptation of the tuning parameter in general Bayesian inference with robust divergence
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
• Robust and efficient estimation in the parametric proportional hazards model under random censoring
• Model selection for independent not identically distributed observations based on Rényi's pseudodistances

This page was built for publication: Choosing a robustness tuning parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5312751)