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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description 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. Manuscripts given solutions to different statistical problems as model selection criteria based on divergence measures or in statistics for high-dimensional data with divergence measures as loss function are considered. Reviews making emphasis in the most recent state-of-the art in relation to the solution of statistical problems base on divergence measures are also presented.
format Online
id doab-20.500.12854ir-76875
institution Directory of Open Access Books
language eng
publishDate 2022
publishDateRange 2022
publishDateSort 2022
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
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spelling doab-20.500.12854ir-768752024-03-27T16:34:41Z Robust Procedures for Estimating and Testing in the Framework of Divergence Measures Pardo, Leandro Martin, Nirian 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 n/a thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general 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. Manuscripts given solutions to different statistical problems as model selection criteria based on divergence measures or in statistics for high-dimensional data with divergence measures as loss function are considered. Reviews making emphasis in the most recent state-of-the art in relation to the solution of statistical problems base on divergence measures are also presented. 2022-01-11T13:44:48Z 2022-01-11T13:44:48Z 2021 book ONIX_20220111_9783036514604_610 9783036514604 9783036514598 https://directory.doabooks.org/handle/20.500.12854/76875 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/4345 https://mdpi.com/books/pdfview/book/4345 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-1459-8 10.3390/books978-3-0365-1459-8 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036514604 9783036514598 333 Basel, Switzerland open access
spellingShingle 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
n/a
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title_full Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title_fullStr Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title_full_unstemmed Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title_short Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
title_sort robust procedures for estimating and testing in the framework of divergence measures
topic 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
n/a
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
topic_facet 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
n/a
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
url ONIX_20220111_9783036514604_610