Some Variants of Minimum Disparity Estimation
Ayanendranath Basu, Chanseok Park, Bruce G. Lindsay and Haihong Li
This paper proposes several variants of disparity based inference (Lindsay 1994). We introduce these modifications and explain the motivation behind them. Several of these estimators and tests have attractive efficiency and robustness properties. An extensive numerical and graphical investigation is presented to substantiate the theory developed and demonstrate the small sample properties of these methods. An empty cell penalty is found to greatly enhance the performance of some of these methods.
Key Words: powered Pearson divergence, robust likelihood disparity, Winsorized and trimmed divergences, inflection point, empty cell.