Robust tests based on dual divergence estimators and saddlepoint approximations
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Cites work
- scientific article; zbMATH DE number 3896069 (Why is no real title available?)
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- scientific article; zbMATH DE number 51419 (Why is no real title available?)
- Dual divergence estimators and tests: robustness results
- Minimization of φ-divergences on sets of signed measures
- On the density of minimum contrast estimators
- Parametric estimation and tests through divergences and the duality technique
- Robust Statistics
- Saddlepoint approximations
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
- Small sample asymptotic expansions for multivariate M-estimates
- Small-sample asymptotic distributions of M-estimators of location
- The density of multivariate \(M\)-estimates.
Cited in
(21)- A Robust Generalization of the Rao Test
- On Bayesian estimation via divergences
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- Influence analysis of robust Wald-type tests
- Divergences and duality for estimation and test under moment condition models
- Distance-based tests for planar shape
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- Statistical inference for multinomial populations based on a double index family of test statistics
- Dual divergences estimation for censored survival data
- Influential observation in complex normal data for problems in allometry
- Robustness of dual divergence estimators for models satisfying linear constraints
- Decomposable pseudodistances and applications in statistical estimation
- Robust tests based on minimum density power divergence estimators and saddlepoint approxi\-mations
- Dual divergence estimators and tests: robustness results
- On improved volatility modelling by fitting skewness in ARCH models
- Information criteria in classification: new divergence-based classifiers
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
- Robust empirical likelihood
- Model selection for independent not identically distributed observations based on Rényi's pseudodistances
- Testing composite hypothesis based on the density power divergence
- Towards a better understanding of the dual representation of phi divergences
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