The generalized Kullback-Leibler divergence and robust inference

Journal of Statistical Computation and Simulation

Volumn 73, Issue 5, 2003, Pages 311-332

  Park, Chanseok ^a   Basu, Ayanendranath ^b  

^a CLEMSON UNIVERSITY   (United States)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Breakdown point; Disparity; Empty cell; Pearson residual; Residual adjustment function

Indexed keywords

EID: 0037407042     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965021000033477     Document Type: Article

References (18)

1. Basu, A. and Basu, S. (1998). Penalized minimum disparity methods for multinomial models. Statistica Sinica, 8, 841-860.
2. Beran, R. J. (1977). Minimum Hellinger distance estimates for parametric models. Annals of Statistics, 5, 445-463.
3. Brown, L. D. and Hwang, J. T. G. (1993). How to approximate a histogram by a normal density. The American Statistician, 47, 251-255.
4. Cressie, N. and Read, T. R. C. (1984). Multinomial goodness-of-fit tests. Journal of the Royal Statistical Society B, 46, 440-464.
5. 1 View. John Wiley & Sons, New York.
6. Eslinger, P. W. and Woodward, W. A. (1991). Minimum Hellinger distance estimation for normal models. Journal of Statistical Computation and Simulation, 39, 95-114.
7. Harris, I. R. and Basu, A. (1994). Hellinger distance as a penalized log likelihood. Communications in Statistics: Simulation and Computation, 23, 1097-1113.
8. Lindsay, B. G. (1994). Efficiency versus robustness: The case for minimum Hellinger distance and related methods. Annals of Statistics, 22, 1081-1114.
9. Park, C., Basu, A. and Lindsay, B. G. (2002). The residual adjustment function and weighted likelihood: A graphical interpretation of robustness of minimum disparity estimators. Computational Statistics and Data Analysis, 39, 21-33.
10. Rao, C. R. (1961). Asymptotic efficiency and limiting information. Proc. Fourth Berkeley Symp., Vol. I. University of California Press, Berkeley, pp. 531-546.
11. Rao, C. R. (1962). Efficient estimates and optimum inference procedures in large samples (with discussion). Journal of the Royal Statistical Society B, 24, 46-72.
12. Sarkar, S. and Basu, A. (1995). On disparity based robust tests for two discrete populations. Sankhya B, 57, 353-364.
13. Simpson, D. G. (1987). Minimum Hellinger distance estimation for the analysis of count data. Journal of the American Statistical Association, 82, 802-807.
14. Simpson, D. G. (1989). Hellinger deviance test: Efficiency, breakdown points, and examples. Journal of the American Statistical Association, 84, 107-113.
15. Stigler, S. M. (1977). Do robust estimators work with real data? Annals of Statistics, 5, 1055-1098.
16. Tamura, R. N. and Boos, D. D. (1986). Minimum Hellinger distance estimation for multivariate location and covariance. Journal of the American Statistical Association, 81, 223-229.
17. Welch, W. J. (1987). Rerandomizing the median in matched-pairs designs. Biometrika, 74, 609-614.
18. Woodruff, R. C., Mason, J. M., Valencia, R. and Zimmering, A. (1984). Chemical mutagenesis testing in drosophila I: Comparison of positive and negative control data for sex-linked recessive lethal mutations and reciprocal translocations in three laboratories. Environmental Mutagenesis, 6, 189-202.