Robust statistical inference based on the C-divergence family

This paper describes a family of divergences, named herein as the C -divergence family, which is a generalized version of the power divergence family and also includes the density power divergence family as a particular member of this class. We explore the connection of this family with other diverg...

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Vydáno v:	Annals of the Institute of Statistical Mathematics Ročník 71; číslo 5; s. 1289 - 1322
Hlavní autoři:	Maji, Avijit, Ghosh, Abhik, Basu, Ayanendranath, Pardo, Leandro
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Tokyo Springer Japan 01.10.2019 Springer Nature B.V
Témata:	Computer simulation Divergence Economic models Economics Estimators Finance Hypothesis testing Influence functions Insurance Management Mathematics Mathematics and Statistics Statistical inference Statistics Statistics for Business Generalized power divergence Divergence Density power divergence Power divergence
ISSN:	0020-3157, 1572-9052
On-line přístup:	Získat plný text
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