Statistical inference based on bridge divergences

M -estimators offer simple robust alternatives to the maximum likelihood estimator. The density power divergence (DPD) and the logarithmic density power divergence (LDPD) measures provide two classes of robust M -estimators which contain the MLE as a special case. In each of these families, the robu...

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Vydané v:	Annals of the Institute of Statistical Mathematics Ročník 71; číslo 3; s. 627 - 656
Hlavní autori:	Kuchibhotla, Arun Kumar, Mukherjee, Somabha, Basu, Ayanendranath
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Tokyo Springer Japan 01.06.2019 Springer Nature B.V
Predmet:	Algorithms Density Divergence Economic models Economics Efficiency Finance Insurance Management Mathematics Mathematics and Statistics Maximum likelihood estimators Monte Carlo simulation Observational weighting Parameter estimation Robustness Statistical inference Statistics Statistics for Business estimators Robustness Divergence
ISSN:	0020-3157, 1572-9052
On-line prístup:	Získať plný text
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