We consider a new robust parametric estimation procedure, which minimizes an empirical version of the Havrda-Charv_at-Tsallis entropy. The resulting estimator adapts according to the discrepancy between the data and the assumed model by tuning a single constant q, which controls the trade-o_...

We consider a new robust parametric estimation procedure, which minimizes an empirical version of the Havrda-Charvàt-Tsallis entropy. The resulting estimator adapts according to the discrepancy between the data and the assumed model by tuning a single constant q, which controls the trade-off...