Optimal robust estimates using the Hellinger distance

Optimal robust M-estimates of a multidimensional parameter are described using Hampel's infinitesimal approach. The optimal estimates are derived by minimizing a measure of efficiency under the model, subject to a bounded measure of infinitesimal robustness. To this purpose we define measures o...

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Detalles Bibliográficos
Autores principales: Marazzi, A., Yohai, V.J.
Formato: JOUR
Materias:
gross error sensitivity
Hampel's infinitesimal approach
negative binomial distribution
High energy physics
Data sets
Gross errors
Hellinger distance
Kullback Leibler divergence
Multi-dimensional parameters
Negative binomial distribution
Robust estimate
Optimization
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_18625347_v4_n2_p169_Marazzi
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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