Robust parameter estimation with a small bias against heavy contamination

Journal of Multivariate Analysis

Volumn 99, Issue 9, 2008, Pages 2053-2081

  Fujisawa, Hironori ^a   Eguchi, Shinto ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

62F10; 62F12; 62F35; Bias; Characterization; Cross entropy; Divergence; primary; Pythagorean relation; secondary

Indexed keywords

EID: 52749094881     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.004     Document Type: Article

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