Pages that link to "Item:Q3436152"
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The following pages link to Minimization of φ-divergences on sets of signed measures (Q3436152):
Displayed 19 items.
- Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
- Minimum divergence estimators, maximum likelihood and exponential families (Q395956) (← links)
- Dual divergences estimation for censored survival data (Q419272) (← links)
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- On Bayesian estimation via divergences (Q466196) (← links)
- Dual divergence estimators and tests: robustness results (Q608319) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Parametric estimation and tests through divergences and the duality technique (Q958904) (← links)
- Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications (Q2259723) (← links)
- On empirical likelihood for semiparametric two-sample density ratio models (Q2474378) (← links)
- Test of homogeneity in semiparametric two-sample density ratio models (Q2484543) (← links)
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
- Several Applications of Divergence Criteria in Continuous Families (Q2919488) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)