Dual $\phi$-divergences estimation in normal models
Computation
2011-08-16 v1 Applications
Methodology
Abstract
A class of robust estimators which are obtained from dual representation of -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 .
Cite
@article{arxiv.1108.2999,
title = {Dual $\phi$-divergences estimation in normal models},
author = {Mohamed Cherfi},
journal= {arXiv preprint arXiv:1108.2999},
year = {2011}
}