Robust parameter estimation with a small bias against heavy contamination
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References listed on IDEAS
- Miyamura, Masashi & Kano, Yutaka, 2006. "Robust Gaussian graphical modeling," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1525-1550, August.
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- Avijit Maji & Abhik Ghosh & Ayanendranath Basu, 2016. "The logarithmic super divergence and asymptotic inference properties," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(1), pages 99-131, January.
- Shogo Kato & Shinto Eguchi, 2016. "Robust estimation of location and concentration parameters for the von Mises–Fisher distribution," Statistical Papers, Springer, vol. 57(1), pages 205-234, March.
- repec:eee:stapro:v:129:y:2017:i:c:p:120-130 is not listed on IDEAS
- repec:eee:jmvana:v:161:y:2017:i:c:p:172-190 is not listed on IDEAS
- Chen, Ting-Li & Fujisawa, Hironori & Huang, Su-Yun & Hwang, Chii-Ruey, 2016. "On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 165-184.
- A. Basu & A. Mandal & N. Martin & L. Pardo, 2015. "Robust tests for the equality of two normal means based on the density power divergence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(5), pages 611-634, July.
- Ting-Li Chen, 2015. "On the convergence and consistency of the blurring mean-shift process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 157-176, February.
- Masashi Sugiyama & Taiji Suzuki & Takafumi Kanamori, 2012. "Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 1009-1044, October.
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Keywordsprimary; 62F35 secondary; 62F10; 62F12 Bias Characterization Cross entropy Divergence Pythagorean relation;
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