Optimal robust M-estimators using Rényi pseudodistances

DOI10.1016/j.jmva.2012.10.003zbMath1297.62050OpenAlexW1969642984MaRDI QIDQ1941451

Samuela Leoni-Aubin, Aida Toma

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.10.003

zbMATH Keywords

Weibull distributionoptimal robust estimationRényi pseudodistance

Mathematics Subject Classification ID

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

Related Items (4)

Minimax covariance estimation using commutator subgroup of lower triangular matrices ⋮ Towards a better understanding of the dual representation of phi divergences ⋮ Minimum Rényi pseudodistance estimators for logistic regression models ⋮ Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

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