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Data on rates, percentages or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology and several others. In this paper, we develop a robust inference procedure for the beta…

Methodology · Statistics 2018-01-16 Abhik Ghosh

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

Methodology · Statistics 2026-05-15 Francisco Felipe Queiroz , Silvia Lopes de Paula Ferrari

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 real life, we frequently come across data sets that involve some independent explanatory variable(s) generating a set of ordinal responses. These ordinal responses may correspond to an underlying continuous latent variable, which is…

Methodology · Statistics 2024-01-08 Arijit Pyne , Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

Marginal maximum likelihood estimation (MMLE) in item response theory (IRT) is highly sensitive to aberrant responses, such as careless answering and random guessing, which can reduce estimation accuracy. To address this issue, this study…

Methodology · Statistics 2025-02-18 Yuki Itaya , Kenichi Hayashi

Accelerated life testing (ALT) is a method of reducing the lifetime of components through exposure to extreme stress. This method of obtaining lifetime information involves the design of a testing experiment, i.e., an accelerated test plan.…

Applications · Statistics 2025-11-10 Owen McGrath , Kevin Burke

Most work on one-shot devices assume that there is only one possible cause of device failure. However, in practice, it is often the case that the products under study can experience any one of various possible causes of failure. Robust…

Applications · Statistics 2020-04-29 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

Accelerated degradation tests are used to provide accurate estimation of lifetime properties of highly reliable products within a relatively short testing time. There data from particular tests at high levels of stress (e.\,g.\ temperature,…

Applications · Statistics 2021-10-13 Helmi Shat , Rainer Schwabe

We investigate robust parameter estimation and testing procedure for multivariate diffusion processes observed at high frequency via the minimum density power divergence estimator (MDPDE). Within a general diffusion framework and under…

Methodology · Statistics 2026-03-17 Sourojyoti Barick

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…

Statistics Theory · Mathematics 2019-05-09 Ayandrendanath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

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

Several methods in survival analysis are based on the proportional hazards assumption. However, this assumption is very restrictive and often not justifiable in practice. Therefore, effect estimands that do not rely on the proportional…

Methodology · Statistics 2024-03-20 Merle Munko , Marc Ditzhaus , Dennis Dobler , Jon Genuneit

This article is aimed at the investigation of some properties of the Weibull cumulative exposure model on multiple-step step-stress accelerated life test data. Although the model includes a probabilistic idea of Miner's rule in order to…

Statistics Theory · Mathematics 2012-10-23 Yoshio Komori

This paper develops a new family of estimators, the minimum density power divergence estimators (MDPDEs), for the parameters of the one-shot device model as well as a new family of test statistics, Z-type test statistics based on MDPDEs,…

Methodology · Statistics 2017-04-27 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…

Applications · Statistics 2019-09-24 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

In the literature, the reliability analysis of one-shot devices is found under accelerated life testing in the presence of various stress factors. The application of one-shot devices can be extended to the bio-medical field, where we often…

Applications · Statistics 2023-11-07 Shanya Baghel , Shuvashree Mondal

We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum density power divergence estimator of the parameters in GLM with random design and use…

Methodology · Statistics 2020-04-06 Ayanendranath Basu , Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

Many cases exist in which a black-box function $f$ with high evaluation cost depends on two types of variables $\bm x$ and $\bm w$, where $\bm x$ is a controllable \emph{design} variable and $\bm w$ are uncontrollable \emph{environmental}…

Machine Learning · Statistics 2021-02-09 Yu Inatsu , Shogo Iwazaki , Ichiro Takeuchi