Optimal robust estimates using the Kullback-Leibler divergence

DOI10.1016/J.SPL.2008.01.042zbMath1147.62025OpenAlexW2028890020MaRDI QIDQ947182

Víctor J. Yohai

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.042

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

M estimators based on the probability integral transformation with applications to count data ⋮ Optimal robust estimates using the Hellinger distance ⋮ Projection pursuit through \(\varphi \)-divergence minimisation ⋮ Goodness-of-fit tests for elliptical and independent copulas through projection pursuit ⋮ Optimal robust M-estimators using divergences ⋮ Projection Pursuit Through Relative Entropy Minimization

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Robust direction estimation
• An information-theoretic framework for robustness
• The Influence Curve and Its Role in Robust Estimation
• Robust Statistics

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