Robust Procedures for Estimating and Testing in the Framework of Divergence Measures

The scope of the contributions to this book will be to present new and original research papers based on MPHIE, MHD, and MDPDE, as well as test statistics based on these estimators from a theoretical and applied point of view in different statistical problems with special emphasis on robustness. Man...

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Detalles Bibliográficos
Otros Autores:	Pardo, Leandro (Editor), Martin, Nirian (Otro)
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
Materias:	Research & information: general classification Bayes error rate Henze-Penrose divergence Friedman-Rafsky test statistic convergence rates bias and variance trade-off concentration bounds minimal spanning trees composite likelihood composite minimum density power divergence estimators model selection minimum pseudodistance estimation Robustness estimation of α monitoring numerical minimization S-estimation Tukey's biweight integer-valued time series one-parameter exponential family minimum density power divergence estimator density power divergence robust change point test Galton-Watson branching processes with immigration Hellinger integrals power divergences Kullback-Leibler information distance/divergence relative entropy Renyi divergences epidemiology COVID-19 pandemic Bayesian decision making INARCH(1) model GLM model Bhattacharyya coefficient/distance time series of counts INGARCH model SPC CUSUM monitoring MDPDE contingency tables disparity mixed-scale data pearson residuals residual adjustment function robustness statistical distances Hellinger distance large deviations divergence measures rare event probabilities
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009654785706719