Robust and efficient estimation by minimising a density power divergence

DOI10.1093/biomet/85.3.549zbMath0926.62021OpenAlexW2117890631MaRDI QIDQ4216686

Nils Lid Hjort, Ian R. Harris, Ayanendranath Basu, M. C. Jones

Publication date: 28 November 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1dc6846ec5744b29667420cda325c1e525738494

zbMATH Keywords

robustnessminimum distance estimationasymptotic efficiencyinfluence functionmaximum likelihoodM-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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