On the ‘optimal’ density power divergence tuning parameter
Author:
Affiliation:
1. Interdisciplinary Statistical Research Unit, Indian Statistical Institute, Kolkata India
2. School of Mathematics and Statistics, The Open University, Milton Keynes, UK
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664763.2020.1736524
Reference17 articles.
1. Robust and efficient estimation by minimising a density power divergence
2. Statistical Inference
3. Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
4. Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
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