Dual $ϕ$-divergences estimation in normal models
Year: 2011
Type: preprint
Abstract: A class of robust estimators which are obtained from dual representation of $ϕ$-divergences, are studied empirically for the normal location model. Members of this class of estimators are compared, and it is found that they are efficient at the true model and offer an attractive alternative to the maximum likelihood, in term of robustness .
Source: arXiv (Cornell University)
Author: Cherfi, Mohamed
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394651665