Minimum Disparity Inference Based on Tangent Disparities

Chan-Seok Park ； Ayanendranath Basu

《International Journal of Information and Management Sciences》 22：1 (2011/03) Pp. 1-25

https://doi.org/10.6186/IJIMS.2011.22.1.1

並列摘要

This paper introduces the new family of ”tangent disparities” based on the tangent function and considers robust inference based on it. The properties of the resulting inference procedures are studied. The estimators are asymptotically efficient with asymptotic breakdown points of 1/2 at the model. The corresponding tests are equivalent to the likelihood ratio test under the null. Numerical studies substantiate the theory developed and compare the performance of the methods with those based on the Hellinger distance.

並列關鍵字

Tangent disparity ； efficiency ； breakdown point ； robustness ； residual adjustment function

參考文獻

Agostinelli, C.,Markatou, M.(2001).Tests of hypotheses based on the weighted likelihood methodology.Statistica Sinica.11,499-514.

Ali, S. M.,Silvey, S. D.(1966).A general class of coefficients of divergence of one distribution from another.Journal of the Royal Statistical Society B.28,131-142.

Basu, A.,Harris, I. R.,Basu, S.(1996).Tests of hypotheses in discrete models based on the penalized Hellinger distance.Statistcs and Probability Letters.27,367-373.

Basu, A.,Sarkar, S.,Vidyashankar, A. N.(1997).Minimum negative exponential disparity estimation in parametric models.Journal of Statistical Planning and Inference.58,349-370.

Beran, R. J.(1977).Minimum Hellinger distance estimates for parametric models.Annals of Statistics.5,445-463.