Dual $φ$-divergences estimation in normal models

Details Dual $φ$-divergences estimation in normal models Dual $φ$-divergences estimation in normal models

2011-08-15

arxiv.org/abs/1108.2999v1

Statistics

Computation

Scientific paper

A class of robust estimators which are obtained from dual representation of
$\phi$-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 .

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