On robustness and efficiency of minimum divergence estimators

Test

Volumn 10, Issue 2, 2001, Pages 241-248

  Jiménez, Raúl ^a   Shao, Yongzhao ^b  

^a UNIVERSIDAD SIMÓN BOLÍVAR   (Venezuela)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Minimum divergence; Robustness; Second order efficiency

Indexed keywords

EID: 0347141875     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02595695     Document Type: Article

References (9)

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3. Beran, R.J. (1977). Minimum Hellinger distance estimates for parametric models. Annals of Statistics, 5, 445-461.
4. Cressie, N. and T.R.C. Read (1984). Multinomial goodness-of-fit tests. Journal of the Royal Statistical Society, B, 46, 440-464.
5. Liese, F. and I. Vajda (1977). Convex Statistical Distances. Teubner, Leipzig.
6. Lindsay, B.G. (1994). Efficiency versus robustness: the case for minimum Hellinger distance and related methods. Annals of Statistics, 22, 1081-1114.
7. Morales, D., L. Pardo and I. Vajda (1995). Asymptotic divergence of estimates of discrete distributions. Journal of Statistical Planning and Inference, 38, 347-369.
8. Rao, C.R. (1961). Asymptotic efficiency and limiting information. Proceedings of the 4th Berkeley Symposia in Mathematical Statistics and Probability, 1, 531-546.
9. Read, T.R.C. and N. Cressie (1988). Goodness-of-Fit Statistics for Discrete Multivariate Data. Springer, New York.