Optimal robust M-estimators using divergences

We introduce new robustness and efficiency measures based on divergences and use them to construct equivariant optimal robust M-estimators.

Year of publication:	2009
Authors:	Toma, Aida
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 1, p. 1-5
Publisher:	Elsevier

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254147