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Robust estimation in joint mean–covariance regression model for longitudinal data

Zheng, Xueying; Fung, Wing; Zhu, Zhongyi - In: Annals of the Institute of Statistical Mathematics 65 (2013) 4, pp. 617-638

leverage-based weights are employed for the mean and covariance to achieve robustness against outliers. The resulting …

Persistent link: https://www.econbiz.de/10010848628

Testing statistical hypotheses based on the density power divergence

Basu, A.; Mandal, A.; Martin, N.; Pardo, L. - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 319-348

The family of density power divergences is an useful class which generates robust parameter estimates with high efficiency. None of these divergences require any non-parametric density estimate to carry out the inference procedure. However, these divergences have so far not been used effectively...

Persistent link: https://www.econbiz.de/10010848682

Minimum density power divergence estimator for diffusion processes

Lee, Sangyeol; Song, Junmo - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 213-236

the MDPDE is consistent and asymptotically normal. A simulation study demonstrates the strong robustness of the MDPDE …

Persistent link: https://www.econbiz.de/10011000048

The harmonic moment tail index estimator: asymptotic distribution and robustness

Beran, Jan; Schell, Dieter; Stehlík, Milan - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 193-220

tails. The estimator shows good robustness properties and stands out for its simplicity. A tuning parameter allows for … regulating the trade-off between robustness and efficiency. Small sample properties are illustrated by a simulation study …

Persistent link: https://www.econbiz.de/10011000050

Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs

Aoki, Satoshi - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 699-716

Persistent link: https://www.econbiz.de/10008456205

Robustness for Inhomogeneous Poisson Point Processes

Assunção, Renato; Guttorp, Peter - In: Annals of the Institute of Statistical Mathematics 51 (1999) 4, pp. 657-678

Persistent link: https://www.econbiz.de/10005760264

Uniform asymptotics for S- and MM-regression estimators

Omelka, Marek; Salibián-Barrera, Matías - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 897-927

Persistent link: https://www.econbiz.de/10008533953

Tail Behavior and Breakdown Properties of Equivariant Estimators of Location

Kušnier, Jozef; Mizera, Ivan - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 244-261

Persistent link: https://www.econbiz.de/10005169167

Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality

Basu, Sanjib - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 217-230

Persistent link: https://www.econbiz.de/10005169225

Hodges-lehmann estimate of the location parameter in censored samples

Saleh, A. Ehsanes - In: Annals of the Institute of Statistical Mathematics 28 (1976) 1, pp. 235-247

Persistent link: https://www.econbiz.de/10005169262