Optimal robust M-estimators using divergences

Statistics and Probability Letters

Volumn 79, Issue 1, 2009, Pages 1-5

  Toma, Aida ^a,b  

^a BUCHAREST UNIVERSITY OF ECONOMIC STUDIES   (Romania)

^b INSTITUTE OF MATHEMATICAL STATISTICS AND APPLIED MATHEMATICS   (Romania)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 56949097056     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.04.011     Document Type: Article

References (6)

1. Basu A., Harris I.R., Hjort N.L., and Jones M.C. Robust and efficient estimation by minimising a density power divergence. Biometrika 85 (1998) 549-559
2. Cressie T., and Read T. Multinomial goodness of fit tests. J. R. Statist. Soc. Ser. B 46 (1994) 440-464
3. Hampel F., Ronchetti E., Rousseeuw P.J., and Stahel W. Robust Statistics: The Approach Based on Influence Functions (1986), Wiley, New York
4. He X., and Simpson D.G. Robust direction estimation. Ann. Statist. 20 (1992) 351-369
5. Stahel, W.A., 1981. Robust estimation, infinitesimal optimality and covariance matrix estimators. Ph.D. Thesis, ETH, Zurich
6. Yohai, V., 2008. Optimal robust estimates using the Kullback-Leibler divergence. Statist. Probab. Lett., in press (doi:10.1016/j.spl.2008.01.042)