Optimal robust estimates using the Hellinger distance

DOI10.1007/s11634-010-0061-8zbMath1284.62202MaRDI QIDQ2442781

Alfio Marazzi, Víctor J. Yohai

Publication date: 1 April 2014

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-010-0061-8

zbMATH Keywords

negative binomial distribution; gross error sensitivity; Hampel's infinitesimal approach

Mathematics Subject Classification ID

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Tukey's M-estimator of the Poisson parameter with a special focus on small means, M estimators based on the probability integral transformation with applications to count data, A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter

Uses Software

• robustbase

Cites Work

• Optimal robust estimates using the Kullback-Leibler divergence
• An efficient and robust adaptive estimator of location
• Minimum Hellinger distance estimates for parametric models
• Robust location estimates
• Adaptively truncated maximum likelihood regression with asymmetric errors.
• A class of robust and fully efficient regression estimators
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• The Influence Curve and Its Role in Robust Estimation