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Statistical inference based on divergence measures have a long history. Recently, Maji, Ghosh and Basu (2014) have introduced a general family of divergences called the logarithmic super divergence (LSD) family. This family acts as a…

Statistics Theory · Mathematics 2016-07-04 Avijit Maji , Abhik Ghosh , Ayanendranath Basu

Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness under misspecification of the model are often in conflict,…

Statistics Theory · Mathematics 2019-10-29 Saptarshi Roy , Kaustav Chakraborty , Somnath Bhadra , Ayanendranath Basu

Minimum divergence procedures based on the density power divergence and the logarithmic density power divergence have been extremely popular and successful in generating inference procedures which combine a high degree of model efficiency…

Statistics Theory · Mathematics 2022-11-10 Souvik Ray , Subrata Pal , Sumit Kumar Kar , Ayanendranath Basu

Divergence measures have a long association with statistical inference, machine learning and information theory. The density power divergence and related measures have produced many useful (and popular) statistical procedures, which provide…

Statistics Theory · Mathematics 2022-09-07 Souvik Ray , Subrata Pal , Sumit Kumar Kar , Ayanendranath Basu

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical maximum likelihood based techniques. Recently Ghosh et al. (2013) proposed a general class of divergence measures…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Minimum divergence methods are popular tools in a variety of statistical applications. We consider tubular model adequacy tests, and demonstrate that the new divergences that are generated in the process are very useful in robust…

Methodology · Statistics 2018-01-16 Abhik Ghosh , Ayanendranath Basu

M-estimators offer simple robust alternatives to the maximum likelihood estimator. Much of the robustness literature, however, has focused on the problems of location, location-scale and regression estimation rather than on estimation of…

Methodology · Statistics 2017-06-20 Arun Kumar Kuchibhotla , Somabha Mukherjee , Ayanendranath Basu

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…

Methodology · Statistics 2016-07-04 Abhik Ghosh

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to classical techniques based on maximum likelihood and related methods. Basu et al. (1998) introduced the density power divergence…

Statistics Theory · Mathematics 2025-02-17 Subhrajyoty Roy , Abir Sarkar , Abhik Ghosh , Ayanendranath Basu

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…

Methodology · Statistics 2018-06-27 E. Castilla , A. Ghosh , N. Martín , L. Pardo

In this paper we introduce a new family of estimators for the parameters of shape and scale of the log-logistic distribution being robust when rank set sample method is used to select the data. Rank set sampling arises as a way to reduce…

Statistics Theory · Mathematics 2024-04-05 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese & Vajda (2006) and independently…

Statistics Theory · Mathematics 2009-11-06 Michel Broniatowski , Igor Vajda

Divergences, also known as contrast functions, are distance-like quantities defined on manifolds of non-negative or probability measures. Using the duality in optimal transport, we introduce and study the one-parameter family of $L^{(\pm…

Probability · Mathematics 2018-09-05 Ting-Kam Leonard Wong

Minimization of suitable statistical distances~(between the data and model densities) has proved to be a very useful technique in the field of robust inference. Apart from the class of $\phi$-divergences of \cite{a} and \cite{b}, the…

Statistics Theory · Mathematics 2021-01-25 Sancharee Basak , Ayanendranath Basu

A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…

Statistics Theory · Mathematics 2016-08-23 Laba Handique , Subrata Chakraborty

Density-based minimum divergence procedures represent popular techniques in parametric statistical inference. They combine strong robustness properties with high (sometimes full) asymptotic efficiency. Among density-based minimum distance…

Methodology · Statistics 2020-12-23 Pushpinder Singh , Abhijit Mandal , Ayanendranath Basu

The log-logistic distribution is a versatile parametric family widely used across various applied fields, including survival analysis, reliability engineering, and econometrics. When estimating parameters of the log-logistic distribution,…

Statistics Theory · Mathematics 2025-03-19 A. Felipe , M. Jaenada , P. Miranda , L. Pardo

Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…

Statistics Theory · Mathematics 2019-01-08 Abhik Ghosh , Ayanendranath Basu

Projection theorems of divergences enable us to find reverse projection of a divergence on a specific statistical model as a forward projection of the divergence on a different but rather "simpler" statistical model, which, in turn, results…

Information Theory · Computer Science 2017-06-19 Atin Gayen , M. Ashok Kumar
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