Statistical inference based on bridge divergences

  title={Statistical inference based on bridge divergences},
  author={A. Kuchibhotla and S. Mukherjee and Ayanendranath Basu},
  journal={Annals of the Institute of Statistical Mathematics},
  • A. Kuchibhotla, S. Mukherjee, Ayanendranath Basu
  • Published 2017
  • Mathematics
  • Annals of the Institute of Statistical Mathematics
  • M-estimators offer simple robust alternatives to the maximum likelihood estimator. The density power divergence (DPD) and the logarithmic density power divergence (LDPD) measures provide two classes of robust M-estimators which contain the MLE as a special case. In each of these families, the robustness of the estimator is achieved through a density power down-weighting of outlying observations. Even though the families have proved to be useful in robust inference, the relation and hierarchy… CONTINUE READING
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