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Statistical inference : the minimum distance approach /

"In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by "Minimum Distance Estimation&...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Basu, Ayanendranath
Otros Autores: Shioya, Hiroyuki, Park, Chanseok
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton : Taylor & Francis, 2011.
Colección:Monographs on statistics and applied probability (Series) ; 120.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction; General Notation; Illustrative Examples; Some Background and Relevant Definitions; Parametric Inference based on the Maximum Likelihood Method; Hypothesis Testing by Likelihood Methods; Statistical Functionals and Influence Function; Outline of the Book; ; Statistical Distances; Introduction; Distances Based on Distribution Functions; Density-Based Distances; Minimum Hellinger Distance Estimation: Discrete Models; Minimum Distance Estimation Based on Disparities: Discrete Models; Some Examples; ; Continuous Models; Introduction; Minimum Hellinger Distance Estimation; Estimation of Multivariate Location and Covariance; A General Structure; The Basu-Lindsay Approach for Continuous Data; Examples; ; Measures of Robustness and Computational Issues; The Residual Adjustment Function; The Graphical Interpretation of Robustness; The.
  • Estimation; The Discrete Case; The Continuous Case; Examples; Hypothesis Testing; Further Reading; ; Multinomial Goodness-of-fit Testing; Introduction; Asymptotic Distribution of the Goodness-of-Fit Statistics; Exact Power Comparisons in Small Samples; Choosing a Disparity to Minimize the Correction Terms; Small Sample Comparisons of the Test Statistics; Inlier Modified Statistics; An Application: Kappa Statistics; ; The Density Power Divergence; The Minimum L2 Distance Estimator; The Minimum Density Power Divergence Estimator; A Related Divergence Measure; The Censored Survival Data Problem; The Normal Mixture Model Problem; Selection of Tuning Parameters; Other Applications of the Density Power Divergence; ; Other Applications; Censored Data; Minimum Hellinger Distance Methods in Mixture Models; Minimum Distance Estimation Based on Grouped Data.
  • ; Semiparametric Problems; Other Miscellaneous Topics; ; Distance Measures in Information and Engineering; Introduction; Entropies and Divergences; Csiszar's f -Divergence; The Bregman Divergence; Extended f -Divergences; Additional Remarks; ; Applications to Other Models; Introduction; Preliminaries for Other Models; Neural Networks; Fuzzy Theory; Phase Retrieval; Summary.