The Minimum Density Power Divergence Approach in Building Robust Regression Models

doi:10.15388/Informatica.2011.313

Robustness in Stochastic Frontier Analysis

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Book: Lecture Notes in Economics and Mathematical Systems (Advanced Mathematical Methods for Economic Efficiency Analysis) Volume 692 (2023), p. 197

Robustness concerns in high-dimensional data analyses and potential solutions

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A discrete probabilistic model for analyzing pairwise comparison matrices

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Journal: Communications in Statistics - Theory and Methods Volume 48, Issue 15 (2019), p. 3801

Inferring gene regulatory relationships with a high-dimensional robust approach

Yangguang Zang, Qing Zhao, Qingzhao Zhang, Yang Li, Sanguo Zhang, Shuangge Ma

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Journal: Genetic Epidemiology Volume 41, Issue 5 (2017), p. 437

Minimum density power divergence estimator for Poisson autoregressive models

Jiwon Kang, Sangyeol Lee

https://doi.org/10.1016/j.csda.2014.06.009

Journal: Computational Statistics & Data Analysis Volume 80 (2014), p. 44

Recent progress in parameter change test for integer-valued time series models

Sangyeol Lee, Byungsoo Kim

https://doi.org/10.1007/s42952-020-00102-4

Journal: Journal of the Korean Statistical Society Volume 50, Issue 3 (2021), p. 730

Robust Estimation for Bivariate Poisson INGARCH Models

Byungsoo Kim, Sangyeol Lee, Dongwon Kim

https://doi.org/10.3390/e23030367

Journal: Entropy Volume 23, Issue 3 (2021), p. 367

Robust Regression with Density Power Divergence: Theory, Comparisons, and Data Analysis

Marco Riani, Anthony C. Atkinson, Aldo Corbellini, Domenico Perrotta

https://doi.org/10.3390/e22040399

Journal: Entropy Volume 22, Issue 4 (2020), p. 399

Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model

E. Castilla, N. Martín, S. Muñoz, L. Pardo

https://doi.org/10.1080/00949655.2020.1787410

Journal: Journal of Statistical Computation and Simulation Volume 90, Issue 14 (2020), p. 2655

Robust adaptive variable selection in ultra-high dimensional linear regression models

Abhik Ghosh, María Jaenada, Leandro Pardo

https://doi.org/10.1080/00949655.2023.2262669

Journal: Journal of Statistical Computation and Simulation Volume 94, Issue 3 (2024), p. 571

Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence

Sangyeol Lee, Minyoung Jo

https://doi.org/10.1080/00949655.2023.2218956

Journal: Journal of Statistical Computation and Simulation Volume 93, Issue 17 (2023), p. 3156

Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence

Byungsoo Kim, Sangyeol Lee

https://doi.org/10.1080/00949655.2023.2283764

Journal: Journal of Statistical Computation and Simulation Volume 94, Issue 6 (2024), p. 1300

Robust estimation for general integer-valued time series models

Byungsoo Kim, Sangyeol Lee

https://doi.org/10.1007/s10463-019-00728-0

Journal: Annals of the Institute of Statistical Mathematics Volume 72, Issue 6 (2020), p. 1371

Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression

Abhik Ghosh, Ayanendranath Basu

https://doi.org/10.1214/13-EJS847

Journal: Electronic Journal of Statistics Volume 7, Issue none (2013)

Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach

Abhik Ghosh, Ayanendranath Basu

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Journal: Journal of Applied Statistics Volume 42, Issue 9 (2015), p. 2056

Robust estimation for zero-inflated poisson autoregressive models based on density power divergence

Byungsoo Kim, Sangyeol Lee

https://doi.org/10.1080/00949655.2017.1351563

Journal: Journal of Statistical Computation and Simulation Volume 87, Issue 15 (2017), p. 2981

Robust estimation in stochastic frontier models

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Journal: Computational Statistics & Data Analysis Volume 105 (2017), p. 243

Robust estimation of average treatment effects from panel data

Sayoni Roychowdhury, Indrila Ganguly, Abhik Ghosh

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Journal: Statistical Papers Volume 65, Issue 1 (2024), p. 139

Robust estimation of conditional variance of time series using density power divergences

Jin‐Hong Park, T. N. Sriram

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Journal: Journal of Forecasting Volume 36, Issue 6 (2017), p. 703

Robust test for dispersion parameter change in discretely observed diffusion processes

Junmo Song

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Journal: Computational Statistics & Data Analysis Volume 142 (2020), p. 106832

Robust test for structural instability in dynamic factor models

Byungsoo Kim, Junmo Song, Changryong Baek

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Journal: Annals of the Institute of Statistical Mathematics Volume 73, Issue 4 (2021), p. 821

Sequential change point test in the presence of outliers: the density power divergence based approach

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Journal: Electronic Journal of Statistics Volume 15, Issue 1 (2021)

Test for parameter change in the presence of outliers: the density power divergence-based approach

Junmo Song, Jiwon Kang

https://doi.org/10.1080/00949655.2020.1842407

Journal: Journal of Statistical Computation and Simulation Volume 91, Issue 5 (2021), p. 1016

The Bandwidth from the Density Power Divergence

Ro Jin Pak

https://doi.org/10.5351/CSAM.2014.21.5.435

Journal: Communications for Statistical Applications and Methods Volume 21, Issue 5 (2014), p. 435

Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence

Abhik Ghosh, Subhabrata Majumdar

https://doi.org/10.1109/TIT.2020.3013015

Journal: IEEE Transactions on Information Theory Volume 66, Issue 12 (2020), p. 7812

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