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On Selection Criteria for the Tuning Parameter in Robust Divergence
Although robust divergence, such as density power divergence and [Formula: see text]-divergence, is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a rule-of-thumb, which may lead to an inefficient inferen...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8469821/ https://www.ncbi.nlm.nih.gov/pubmed/34573772 http://dx.doi.org/10.3390/e23091147 |