Optimal robust M-estimators using Rényi pseudodistances
From MaRDI portal
Publication:1941451
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
Related Items
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