New Developments in Statistical Information Theory Based on Entropy and Divergence Measures - Leandro Pardo - Bøger - Mdpi AG - 9783038979364 - 20. maj 2019
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New Developments in Statistical Information Theory Based on Entropy and Divergence Measures

Leandro Pardo

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New Developments in Statistical Information Theory Based on Entropy and Divergence Measures

This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald's statistics, likelihood ratio statistics and Rao's score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 20. maj 2019
ISBN13 9783038979364
Forlag Mdpi AG
Antal sider 344
Mål 170 × 244 × 24 mm   ·   734 g
Sprog Engelsk  

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