On robustness and efficiency of minimum divergence estimators

DOI10.1007/BF02595695zbMath1014.62019OpenAlexW2048505564MaRDI QIDQ1872833

Raúl Jiménez, Yongzhao Shao

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595695

zbMATH Keywords

robustnessminimum divergencesecond-order efficiencyresidual adjustment functions

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Certainty equivalents and information measures: Duality and extremal principles
• Goodness-of-fit statistics for discrete multivariate data
• Minimum Hellinger distance estimates for parametric models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Asymptotic divergence of estimates of discrete distributions

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