49 citations · 128 across the 31 of their papers we have counts for
4 papers · 1 filter
Dual divergence estimators and tests: robustness results
Aida Toma, Michel Broniatowski
The class of dual -divergence estimators (introduced in Broniatowski and Keziou (2009) is explored with respect to robustness through the influence function approach. For scale…
Several Applications of Divergence Criteria in Continuous Families
Michel Broniatowski, Igor Vajda
This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introdu…
Bivariate Cox model and copulas
Mohamed Achibi, Michel Broniatowski
This paper introduces a new class of Cox models for dependent bivariate data. The impact of the covariate on the dependence of the variables is captured through the modification of…
Importance Sampling for rare events and conditioned random walks
Michel Broniatowski, Ya'Acov Ritov
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he…