Pages that link to "Item:Q4216686"

The following pages link to Robust and efficient estimation by minimising a density power divergence (Q4216686):

Displaying 50 items.

• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution (Q259679) (← links)
• Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions (Q261471) (← links)
• Robust Bayes estimation using the density power divergence (Q263267) (← links)
• Learning causal Bayesian networks using minimum free energy principle (Q263823) (← links)
• Influence analysis of robust Wald-type tests (Q272063) (← links)
• Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
• Non-linear canonical correlation analysis using alpha-beta divergence (Q280460) (← links)
• Nonparametric information geometry: from divergence function to referential-representational biduality on statistical manifolds (Q280743) (← links)
• Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Approximation and estimation of \(s\)-concave densities via Rényi divergences (Q292894) (← links)
• Deformed algebras and generalizations of independence on deformed exponential families (Q296345) (← links)
• Statistical analysis of distance estimators with density differences and density ratios (Q296447) (← links)
• Duality of maximum entropy and minimum divergence (Q296478) (← links)
• The power divergence and the density power divergence families: the mathematical connection (Q361226) (← links)
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
• A class of cross-validatory model selection criteria (Q372591) (← links)
• Robust multivariate association and dimension reduction using density divergences (Q391608) (← links)
• Projective power entropy and maximum Tsallis entropy distributions (Q400946) (← links)
• Dual divergences estimation for censored survival data (Q419272) (← links)
• Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
• Robust estimation for the order of finite mixture models (Q451302) (← links)
• Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions (Q452610) (← links)
• Active learning for noisy oracle via density power divergence (Q461142) (← links)
• Affine invariant divergences associated with proper composite scoring rules and their applications (Q470075) (← links)
• Semi-supervised learning of class balance under class-prior change by distribution matching (Q470186) (← links)
• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• Quasi-concave density estimation (Q605936) (← links)
• Dual divergence estimators and tests: robustness results (Q608319) (← links)
• Minimum density power divergence estimator for GARCH models (Q619106) (← links)
• The minimum \(L_{2}\) distance estimator for Poisson mixture models (Q619772) (← links)
• Entropy and divergence associated with power function and the statistical application (Q653348) (← links)
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
• Two-sample homogeneity tests based on divergence measures (Q736593) (← links)
• Machine learning with squared-loss mutual information (Q742658) (← links)
• Asymptotic properties of minimum \(S\)-divergence estimator for discrete models (Q746043) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Non-parametric kernel regression for multinomial data (Q855913) (← links)
• Semi-supervised information-maximization clustering (Q889291) (← links)
• Higher-order asymptotics for scoring rules (Q894781) (← links)
• Robust parameter estimation with a small bias against heavy contamination (Q953862) (← links)
• A data-based method for selecting tuning parameters in minimum distance estimators (Q957136) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
• \(L_{2}E\) estimation of mixture complexity for count data (Q961924) (← links)
• A refined Jensen's inequality in Hilbert spaces and empirical approximations (Q1006680) (← links)
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution (Q1019443) (← links)
• A quick procedure for model selection in the case of mixture of normal densities (Q1020660) (← links)
• A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
• Robust fitting of a Weibull model with optional censoring (Q1615095) (← links)