Decomposable pseudodistances and applications in statistical estimation

Journal of Statistical Planning and Inference

Volumn 142, Issue 9, 2012, Pages 2574-2585

  Broniatowski, Michel ^a   Toma, Aida ^b,c   Vajda, Igor ^d  

^a SORBONNE UNIVERSITÉ   (France)

^b BUCHAREST UNIVERSITY OF ECONOMIC STUDIES   (Romania)

^c INSTITUTE OF MATHEMATICAL STATISTICS AND APPLIED MATHEMATICS   (Romania)

^d INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

Divergence; Influence function; Parametric model; Pseudodistance; Regression; Robustness

Indexed keywords

EID: 84860890271     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.03.019     Document Type: Article

References (13)

1. Basu A., Harris I.R., Hjort N.L., Jones M.C. Robust and efficient estimation by minimizing a density power divergence. Biometrika 1998, 85(3):549-559.
2. Bouzebda S., Keziou A. New estimates and tests of independence in semiparametric copula models. Kybernetika 2010, 46(1):178-201.
3. 2-divergence. Communications in Statistics: Theory and Methods 2010, 39(1-2):1-20.
4. Broniatowski M., Keziou A. Parametric estimation and tests through divergences and the duality technique. Journal of Multivariate Analysis 2009, 100(1):16-31.
5. Broniatowski, M., Vajda, I., 2009. Several Applications of Divergence Criteria in Continuous Families. http://arXiv:0911.0937v1.
6. Karagrigoriou A., Mattheou K. On distributional properties and goodness-of-fit tests for generalized measures of divergence. Communications in Statistics: Theory and Methods 2010, 39:472-482.
7. Keziou A., Leoni-Aubin S. On empirical likelihood for semiparametric two-sample density ratio models. Journal of Statistical Planning and Inference 2008, 138:915-928.
8. Liese F., Vajda I. On divergences and information in statistics and information theory. IEEE Transactions on Information Theory 2006, 52(10):4394-4412.
9. Maronna R.A., Martin R.D., Yohai V.J. Robust Statistics: Theory and Methods 2006, Wiley, New York.
10. Pardo L. Statistical Inference Based on Divergence Measures 2006, Chapmann & Hall.
11. Toma A., Broniatowski M. Dual divergence estimators and tests: robustness results. Journal of Multivariate Analysis 2011, 102(1):20-36.
12. Toma A., Leoni-Aubin S. Robust tests based on dual divergence estimators and saddlepoint approximations. Journal of Multivariate Analysis 2010, 101(5):1143-1155.
13. van der Vaart A.W. Asymptotic Statistics 1998, Cambridge University Press, Cambridge.