Robustification of the MLE without Loss of Efficiency

Author:

Chakraborty Biman,Sarkar Sahadeb,Basu Ayanendranath

Publisher

Springer Berlin Heidelberg

Reference15 articles.

1. Agostinelli, C., Markatou, M.: Test of hypotheses based on the Weighted Likelihood Methodology. Statistica Sinica 11, 499–514 (2001)

2. Ali, S.M., Silvey, S.D.: A general class of coefficients of divergence of one distribution from another. J. Royal Statist. Soc. Ser. B 28, 131–142 (1966)

3. Basu, A., Lindsay, B.G.: Minimum disparity estimation in the continuous case: efficiency, distributions, robustness. Ann. Inst. Statist. Math. 46, 683–705 (1994)

4. Basu, A., Sarkar, S., Vidyashankar, A.N.: Minimum negative exponential disparity estimation in parametric models. J. Statist. Plan. Infer. 58, 349–370 (1997)

5. Beran, R.J.: Minimum Hellinger distance estimates for parametric models. Ann. Statist. 5, 445–463 (1977)

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