IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v45y2004i4p741-763.html
   My bibliography  Save this article

Some variants of minimum disparity estimation

Author

Listed:
  • Basu, Ayanendranath
  • Park, Chanseok
  • Lindsay, Bruce G.
  • Li, Haihong

Abstract

No abstract is available for this item.

Suggested Citation

  • Basu, Ayanendranath & Park, Chanseok & Lindsay, Bruce G. & Li, Haihong, 2004. "Some variants of minimum disparity estimation," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 741-763, May.
    • Handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:741-763
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(03)00098-7
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
    2. Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi, 1996. "Tests of hypotheses in discrete models based on the penalized Hellinger distance," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 367-373, May.
    3. David Hinkley, 1974. "A Bibliography of Multivariate Statistical Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 23(3), pages 439-440, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
    2. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.
    3. Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Park, Chanseok & Basu, Ayanendranath & G. Lindsay, Bruce, 2002. "The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 21-33, March.
    2. Arun Kumar Kuchibhotla & Somabha Mukherjee & Ayanendranath Basu, 2019. "Statistical inference based on bridge divergences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(3), pages 627-656, June.
    3. Wang, P. C. & Lin, D. F., 2001. "Dispersion effects in signal-response data from fractional factorial experiments," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 95-111, November.
    4. Giovanni Saraceno & Claudio Agostinelli & Luca Greco, 2021. "Robust estimation for multivariate wrapped models," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 225-240, August.
    5. Sangyeol Lee & Junmo Song, 2013. "Minimum density power divergence estimator for diffusion processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 213-236, April.
    6. Luca Greco & Giovanni Saraceno & Claudio Agostinelli, 2021. "Robust Fitting of a Wrapped Normal Model to Multivariate Circular Data and Outlier Detection," Stats, MDPI, vol. 4(2), pages 1-18, June.
    7. Sangyeol Lee & Okyoung Na, 2005. "Test for parameter change based on the estimator minimizing density-based divergence measures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 553-573, September.
    8. M. Ryan Haley & Todd B. Walker, 2010. "Alternative tilts for nonparametric option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(10), pages 983-1006, October.
    9. Mandal, Abhijit & Basu, Ayanendranath, 2013. "Minimum disparity estimation: Improved efficiency through inlier modification," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 71-86.
    10. Theobald, Chris M. & Talbot, Mike, 2004. "Bayesian selection of fertilizer level when crop price depends on quality," Computational Statistics & Data Analysis, Elsevier, vol. 47(4), pages 867-880, November.
    11. Zhan, Tingting & Chevoneva, Inna & Iglewicz, Boris, 2011. "Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 457-465, January.
    12. Basu, Ayanendranath & Chakraborty, Soumya & Ghosh, Abhik & Pardo, Leandro, 2022. "Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    13. Morales, D. & Pardo, L. & Vajda, I., 1997. "Some New Statistics for Testing Hypotheses in Parametric Models, ," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 137-168, July.
    14. Tang, Qingguo & Karunamuni, Rohana J., 2013. "Minimum distance estimation in a finite mixture regression model," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 185-204.
    15. Swanepoel, C. J. & Doku, W. O., 2003. "New goodness-of-fit tests for the error distribution of autoregressive time-series models," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 333-340, July.
    16. Takada, Teruko, 2009. "Simulated minimum Hellinger distance estimation of stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2390-2403, April.
    17. Avijit Maji & Abhik Ghosh & Ayanendranath Basu & Leandro Pardo, 2019. "Robust statistical inference based on the C-divergence family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1289-1322, October.
    18. Ro Pak & Ayanendranath Basu, 1998. "Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 503-521, September.
    19. Karunamuni, Rohana J. & Wu, Jingjing, 2011. "One-step minimum Hellinger distance estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3148-3164, December.
    20. David T. Frazier, 2020. "Robust and Efficient Approximate Bayesian Computation: A Minimum Distance Approach," Papers 2006.14126, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:741-763. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.