Robust Wald-type test statistics based on minimum C-divergence estimators
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1783665
Abstract: ABSTRACT Maji et al. [Robust statistical inference based on the C-divergence family. Ann Inst Stat Math. 2019;71:1289–1322] introduced the minimum C-divergence estimators and plugging them in the C-divergence measures give test statistics for testing simple… read more here.
Keywords: divergence estimators; test statistics; test; wald type ... See more keywords
Minimum Divergence Estimators, Maximum Likelihood and the Generalized Bootstrap
Sign Up to like & getrecommendations! Published in 2021 at "Entropy"
DOI: 10.3390/e23020185
Abstract: This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered. read more here.
Keywords: estimators maximum; likelihood generalized; maximum likelihood; divergence estimators ... See more keywords