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Optimal robust M-estimators using divergences

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  • Toma, Aida

Abstract

We introduce new robustness and efficiency measures based on divergences and use them to construct equivariant optimal robust M-estimators.

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  • Toma, Aida, 2009. "Optimal robust M-estimators using divergences," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 1-5, January.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:1:p:1-5
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    Cited by:

    1. Toma, Aida & Broniatowski, Michel, 2011. "Dual divergence estimators and tests: Robustness results," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 20-36, January.
    2. Filia Vonta & Kyriacos Mattheou & Alex Karagrigoriou, 2012. "On Properties of the (Φ, a)-Power Divergence Family with Applications in Goodness of Fit Tests," Methodology and Computing in Applied Probability, Springer, vol. 14(2), pages 335-356, June.
    3. Konstantinos Makris & Ilia Vonta & Alex Karagrigoriou, 2021. "On Similarity Measures for Stochastic and Statistical Modeling," Mathematics, MDPI, vol. 9(8), pages 1-16, April.
    4. Toma, Aida & Leoni-Aubin, Samuela, 2013. "Optimal robust M-estimators using Rényi pseudodistances," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 359-373.

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