Statistical Inference

DOI10.1201/B10956zbMATH Open1281.62016OpenAlexW4210855551MaRDI QIDQ5894015FDOQ5894015

Chanseok Park, Ayanendranath Basu, Hiroyuki Shioya

Publication date: 7 January 2011

Full work available at URL: https://doi.org/10.1201/b10956

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Applications of statistics (62Pxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (95)

• On divergence tests for composite hypotheses under composite likelihood
• Cramér-Rao lower bounds arising from generalized Csiszár divergences
• Robust Bayes estimation using the density power divergence
• On local divergences between two probability measures
• A Jensen-Gini measure of divergence with application in parameter estimation
• 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
• Efficient and robust tests for semiparametric models
• Testing composite hypothesis based on the density power divergence
• The extended Bregman divergence and parametric estimation
• Optimal transport with some directed distances
• Title not available (Why is that?)
• On the maximum \(f\)-divergence of probability distributions given the value of their coupling
• Testing composite null hypotheses based on \(S\)-divergences
• Robust estimation on a parametric model via testing
• Some stochastic \textit{H H}-divergences in information theory
• The logarithmic super divergence and asymptotic inference properties
• A generalization of HH \(f\)-divergence
• Minimum distance approach to inference with many instruments
• Generalized Wald-type tests based on minimum density power divergence estimators
• A modified Kullback-Leibler divergence for non-additive measures based on Choquet integral
• Robust parametric inference for finite Markov chains
• General bootstrap for dual \(\phi\)-divergence estimates
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
• Asymptotic properties of minimum \(S\)-divergence estimator for discrete models
• A general set up for minimum disparity estimation
• Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
• On the asymptotics of minimum disparity estimation
• Weighted likelihood estimation of multivariate location and scatter
• A robust generalization and asymptotic properties of the model selection criterion family
• Regularized robust estimation in binary regression models
• Projection theorems and estimating equations for power-law models
• A generalized Hellinger distance for Choquet integral
• Testing with exponentially tilted empirical likelihood
• Testing statistical hypotheses based on the density power divergence
• Divergence-based tests of homogeneity for spatial data
• Affine invariant divergences associated with proper composite scoring rules and their applications
• Statistical inference based on a new weighted likelihood approach
• On the robustness of a divergence based test of simple statistical hypotheses
• On the ‘optimal’ density power divergence tuning parameter
• Empirical phi-divergence test statistics for testing simple and composite null hypotheses
• Robust semiparametric inference for polytomous logistic regression with complex survey design
• A mixture model-based nonparametric approach to estimating a count distribution
• Influence function analysis of the restricted minimum divergence estimators: a general form
• On distance-type Gaussian estimation
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
• Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Minimum quadratic distance density estimation using nonparametric mixtures
• The power divergence and the density power divergence families: the mathematical connection
• Minimum Rényi pseudodistance estimators for logistic regression models
• On second order efficient robust inference
• Regression using localised functional Bregman divergence
• A criterion for local model selection
• Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
• Robust Statistical Engineering by Means of Scaled Bregman Distances
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
• A model selection criterion for count models based on a divergence between probability generating functions
• A class of asymptotically efficient estimators based on sample spacings
• Modified minimum distance estimators: definition, properties and applications
• Robust sure independence screening for nonpolynomial dimensional generalized linear models
• Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method
• Power divergence family of statistics for person parameters in IRT models
• Deterministic sampling from uniform distributions with Sierpiński space-filling curves
• Fundamental properties of relative entropy and Lin divergence for Choquet integral
• Robust inference for skewed data in health sciences
• Robust inference using the exponential-polynomial divergence
• On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
• A queueing model of visual search
• The B-exponential divergence and its generalizations with applications to parametric estimation
• Copula-like inference for discrete bivariate distributions with rectangular supports
• New Insights Into Learning With Correntropy-Based Regression
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
• Robust confidence regions for multinomial probabilities
• A conversation with Nils Lid Hjort
• Comments on: ``Extensions of some classical methods in change point analysis
• Incipient fault detection and isolation with Cauchy-Schwarz divergence: a probabilistic approach
• Robust statistical inference based on the \(C\)-divergence family
• A nonparametric two‐sample test using a general φ‐divergence‐based mutual information
• Minimizing robust density power-based divergences for general parametric density models
• A Robust Generalization of the Rao Test
• A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
• A new class of robust two-sample Wald-type tests
• The extended Bregman divergence and parametric estimation in continuous models
• A study of the data augmentation strategy for stochastic differential equations
• Robust Wald-type test statistics based on minimum C-divergence estimators
• Title not available (Why is that?)
• Comments on: ``On active learning methods for manifold data
• Robust estimation of average treatment effects from panel data
• On parameter estimation for amoroso family of distributions
• Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
• Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
• Fitting Financial Returns Distributions: A Mixture Normality Approach

Uses Software

• KernSmooth

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