Statistical Inference
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Publication:5894015
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(95)- On second order efficient robust inference
- Modified minimum distance estimators: definition, properties and applications
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses
- Divergence-based tests of homogeneity for spatial data
- Robust parametric inference for finite Markov chains
- Affine invariant divergences associated with proper composite scoring rules and their applications
- On distance-type Gaussian estimation
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- Influence analysis of robust Wald-type tests
- Testing statistical hypotheses based on the density power divergence
- Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
- A robust generalization and asymptotic properties of the model selection criterion family
- General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
- Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
- Cramér-Rao lower bounds arising from generalized Csiszár divergences
- Optimal transport with some directed distances
- On divergence tests for composite hypotheses under composite likelihood
- Testing composite null hypotheses based on \(S\)-divergences
- On the `optimal' density power divergence tuning parameter
- Projection theorems and estimating equations for power-law models
- A generalized Hellinger distance for Choquet integral
- Robust estimation on a parametric model via testing
- A model selection criterion for count models based on a divergence between probability generating functions
- scientific article; zbMATH DE number 3962968 (Why is no real title available?)
- Robust semiparametric inference for polytomous logistic regression with complex survey design
- A criterion for local model selection
- A class of asymptotically efficient estimators based on sample spacings
- Some stochastic \textit{H H}-divergences in information theory
- The logarithmic super divergence and asymptotic inference properties
- Weighted likelihood estimation of multivariate location and scatter
- On the asymptotics of minimum disparity estimation
- The power divergence and the density power divergence families: the mathematical connection
- A mixture model-based nonparametric approach to estimating a count distribution
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- Some universal insights on divergences for statistics, machine learning and artificial intelligence
- Minimum Rényi pseudodistance estimators for logistic regression models
- Robust Statistical Engineering by Means of Scaled Bregman Distances
- On the maximum \(f\)-divergence of probability distributions given the value of their coupling
- A generalization of HH \(f\)-divergence
- Statistical inference based on a new weighted likelihood approach
- 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
- On the robustness of a divergence based test of simple statistical hypotheses
- Regression using localised functional Bregman divergence
- Efficient and robust tests for semiparametric models
- Minimum distance approach to inference with many instruments
- Testing with exponentially tilted empirical likelihood
- Influence function analysis of the restricted minimum divergence estimators: a general form
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- General bootstrap for dual \(\phi\)-divergence estimates
- Generalized Wald-type tests based on minimum density power divergence estimators
- Testing composite hypothesis based on the density power divergence
- Regularized robust estimation in binary regression models
- Robust Bayes estimation using the density power divergence
- On local divergences between two probability measures
- A modified Kullback-Leibler divergence for non-additive measures based on Choquet integral
- Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling
- Minimum quadratic distance density estimation using nonparametric mixtures
- A general set up for minimum disparity estimation
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
- A Jensen-Gini measure of divergence with application in parameter estimation
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- The extended Bregman divergence and parametric estimation
- A Robust Generalization of the Rao Test
- On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
- A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
- A queueing model of visual search
- Fundamental properties of relative entropy and Lin divergence for Choquet integral
- Comments on: ``Extensions of some classical methods in change point analysis
- Incipient fault detection and isolation with Cauchy-Schwarz divergence: a probabilistic approach
- A new class of robust two-sample Wald-type tests
- A nonparametric two‐sample test using a general φ‐divergence‐based mutual information
- Robust estimation of average treatment effects from panel data
- Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
- Comments on: ``On active learning methods for manifold data
- Deterministic sampling from uniform distributions with Sierpiński space-filling curves
- A conversation with Nils Lid Hjort
- Minimizing robust density power-based divergences for general parametric density models
- Robust inference for skewed data in health sciences
- The B-exponential divergence and its generalizations with applications to parametric estimation
- On parameter estimation for amoroso family of distributions
- Fitting financial returns distributions: a mixture normality approach
- Power divergence family of statistics for person parameters in IRT models
- Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
- A study of the data augmentation strategy for stochastic differential equations
- Robust Wald-type test statistics based on minimum C-divergence estimators
- scientific article; zbMATH DE number 7387541 (Why is no real title available?)
- Copula-like inference for discrete bivariate distributions with rectangular supports
- Robust inference using the exponential-polynomial divergence
- New insights into learning with correntropy-based regression
- Robust statistical inference based on the \(C\)-divergence family
- Opportunities of the minimum Anderson-Darling estimator as a variant of the maximum likelihood method
- The extended Bregman divergence and parametric estimation in continuous models
- Robust confidence regions for multinomial probabilities
- Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
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