Robust tests based on dual divergence estimators and saddlepoint approximations

DOI10.1016/j.jmva.2009.11.001zbMath1185.62042MaRDI QIDQ962209

Aida Toma, Samuela Leoni-Aubin

Publication date: 6 April 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.11.001

zbMATH Keywords

M-estimators; saddlepoint approximations; robust testing; divergences

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods

62B10: Statistical aspects of information-theoretic topics

62F05: Asymptotic properties of parametric tests

Related Items

Robustness of dual divergence estimators for models satisfying linear constraints, Dual divergences estimation for censored survival data, Divergences and duality for estimation and test under moment condition models, Decomposable pseudodistances and applications in statistical estimation, On Bayesian estimation via divergences, Dual divergence estimators and tests: robustness results

Uses Software

• robustbase

Cites Work

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• Robust Statistics