Statistical Inference
From MaRDI portal
Recommendations
- Estimation in a semiparametric model by the method of minimum distance
- MINIMUM DISTANCE and INDUCED STATISTICS FOR TESTING INEQUALITIES
- Minimum distance approach to inference with many instruments
- The methods of distances in the theory of probability and statistics.
- Minimum distance estimation in imprecise probability models
- Statistical inference. An integrated approach
- scientific article; zbMATH DE number 4109841
- A General Approach to the Optimality of Minimum Distance Estimators
- scientific article; zbMATH DE number 3890496
Cited in
(only showing first 100 items - show all)- Some stochastic \textit{H H}-divergences in information theory
- The logarithmic super divergence and asymptotic inference properties
- A Jensen-Gini measure of divergence with application in parameter estimation
- A generalization of HH \(f\)-divergence
- Efficient and robust tests for semiparametric models
- A mixture model-based nonparametric approach to estimating a count distribution
- On second order efficient robust inference
- Testing composite hypothesis based on the density power divergence
- Testing with exponentially tilted empirical likelihood
- Minimum distance approach to inference with many instruments
- Testing statistical hypotheses based on the density power divergence
- Cramér-Rao lower bounds arising from generalized Csiszár divergences
- Projection theorems and estimating equations for power-law models
- A generalized Hellinger distance for Choquet integral
- Robust semiparametric inference for polytomous logistic regression with complex survey design
- On distance-type Gaussian estimation
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
- On the maximum \(f\)-divergence of probability distributions given the value of their coupling
- Regression using localised functional Bregman divergence
- Minimum Rényi pseudodistance estimators for logistic regression models
- A model selection criterion for count models based on a divergence between probability generating functions
- Modified minimum distance estimators: definition, properties and applications
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Optimal transport with some directed distances
- Robust parametric inference for finite Markov chains
- Deterministic sampling from uniform distributions with Sierpiński space-filling curves
- Comments on: ``On active learning methods for manifold data
- Power divergence family of statistics for person parameters in IRT models
- A class of asymptotically efficient estimators based on sample spacings
- Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling
- Statistical inference based on a new weighted likelihood approach
- Fundamental properties of relative entropy and Lin divergence for Choquet integral
- Robust inference using the exponential-polynomial divergence
- Weighted likelihood estimation of multivariate location and scatter
- A criterion for local model selection
- The B-exponential divergence and its generalizations with applications to parametric estimation
- A modified Kullback-Leibler divergence for non-additive measures based on Choquet integral
- Robust statistical inference based on the \(C\)-divergence family
- On divergence tests for composite hypotheses under composite likelihood
- A general set up for minimum disparity estimation
- On the robustness of a divergence based test of simple statistical hypotheses
- Influence function analysis of the restricted minimum divergence estimators: a general form
- The minimum S-divergence estimator under continuous models: the Basu-Lindsay approach
- Minimum quadratic distance density estimation using nonparametric mixtures
- On the asymptotics of minimum disparity estimation
- Robust Bayes estimation using the density power divergence
- On local divergences between two probability measures
- On parameter estimation for amoroso family of distributions
- Influence analysis of robust Wald-type tests
- Testing composite null hypotheses based on S-divergences
- Robust estimation on a parametric model via testing
- Robust Statistical Engineering by Means of Scaled Bregman Distances
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses
- The power divergence and the density power divergence families: the mathematical connection
- scientific article; zbMATH DE number 3962968 (Why is no real title available?)
- scientific article; zbMATH DE number 1211734 (Why is no real title available?)
- Fitting financial returns distributions: a mixture normality approach
- Opportunities of the minimum Anderson-Darling estimator as a variant of the maximum likelihood method
- A robust generalization and asymptotic properties of the model selection criterion family
- Divergence-based tests of homogeneity for spatial data
- Affine invariant divergences associated with proper composite scoring rules and their applications
- Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
- Some universal insights on divergences for statistics, machine learning and artificial intelligence
- New insights into learning with correntropy-based regression
- scientific article; zbMATH DE number 7387541 (Why is no real title available?)
- A study of the data augmentation strategy for stochastic differential equations
- Robust Wald-type test statistics based on minimum C-divergence estimators
- General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
- Regularized robust estimation in binary regression models
- The extended Bregman divergence and parametric estimation
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- Robust confidence regions for multinomial probabilities
- scientific article; zbMATH DE number 224179 (Why is no real title available?)
- Generalized Wald-type tests based on minimum density power divergence estimators
- On the `optimal' density power divergence tuning parameter
- Robust inference for skewed data in health sciences
- Comments on: ``Extensions of some classical methods in change point analysis
- Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- A nonparametric two‐sample test using a general φ‐divergence‐based mutual information
- On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
- A queueing model of visual search
- Robust estimation of average treatment effects from panel data
- Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
- Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
- Copula-like inference for discrete bivariate distributions with rectangular supports
- A conversation with Nils Lid Hjort
- Incipient fault detection and isolation with Cauchy-Schwarz divergence: a probabilistic approach
- Minimizing robust density power-based divergences for general parametric density models
- A Robust Generalization of the Rao Test
- A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
- The extended Bregman divergence and parametric estimation in continuous models
- A new class of robust two-sample Wald-type tests
- Integer and fractional order inequalities of m-superquadratic function with applications
- Fractional perspective of HH \(\mathfrak{f}\)-divergence, midpoint and trapezoidal type estimates for superquadratic function
- Asymptotic breakdown point analysis for a general class of minimum divergence estimators
- Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
- A componentwise estimation procedure for multivariate location and scatter: robustness, efficiency and scalability
- Minimum density power divergence estimator (MDPDE) for nonlinear mixed elliptical models
This page was built for publication: Statistical Inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5894015)
