Robust tests based on dual divergence estimators and saddlepoint approximations
DOI10.1016/J.JMVA.2009.11.001zbMATH Open1185.62042OpenAlexW2113637396MaRDI QIDQ962209FDOQ962209
Authors: 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
Recommendations
- Robust tests based on minimum density power divergence estimators and saddlepoint approxi\-mations
- Generalized Wald-type tests based on minimum density power divergence estimators
- Dual divergence estimators and tests: robustness results
- On the robustness of a divergence based test of simple statistical hypotheses
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Point estimation (62F10) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Title not available (Why is that?)
- Robust Statistics
- Saddlepoint approximations
- Title not available (Why is that?)
- Dual divergence estimators and tests: robustness results
- Title not available (Why is that?)
- Minimization of φ-divergences on sets of signed measures
- Parametric estimation and tests through divergences and the duality technique
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Small-sample asymptotic distributions of M-estimators of location
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
- On the density of minimum contrast estimators
- Small sample asymptotic expansions for multivariate M-estimates
- The density of multivariate \(M\)-estimates.
Cited In (21)
- Influence analysis of robust Wald-type tests
- Testing composite hypothesis based on the density power divergence
- Dual divergences estimation for censored survival data
- Decomposable pseudodistances and applications in statistical estimation
- Information criteria in classification: new divergence-based classifiers
- Dual divergence estimators and tests: robustness results
- On improved volatility modelling by fitting skewness in ARCH models
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
- Robust empirical likelihood
- Distance-based tests for planar shape
- Towards a better understanding of the dual representation of phi divergences
- A Robust Generalization of the Rao Test
- Robust tests based on minimum density power divergence estimators and saddlepoint approxi\-mations
- On Bayesian estimation via divergences
- Influential observation in complex normal data for problems in allometry
- Statistical inference for multinomial populations based on a double index family of test statistics
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- Robustness of dual divergence estimators for models satisfying linear constraints
- Divergences and duality for estimation and test under moment condition models
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- Model selection for independent not identically distributed observations based on Rényi's pseudodistances
Uses Software
This page was built for publication: Robust tests based on dual divergence estimators and saddlepoint approximations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962209)
