1.University of Pennsylvania, 3730 Walnut St, Philadelphia, PA, 19104, USA ;2.Indian Statistical Institute, 203, Barrackpore Trunk Road, Kolkata, West Bengal, 700108, India ;
Abstract:
Annals of the Institute of Statistical Mathematics - M-estimators offer simple robust alternatives to the maximum likelihood estimator. The density power divergence (DPD) and the logarithmic...