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Resumen de On robustness and efficiency of minimum divergence estimators

Raúl Jiménez Árbol académico, Yongzhao Shao

  • We study the trade-off between efficiency and robustness of the estimators obtained by minimizing the divergence statistics and their adjoins; obtained by minimizing the asymmetric counterparts of the divergence statistics. In particular, it is shown that no minimum power-divergence estimator is better than the minimum Hellinger distance estimator in terms of both second-order efficiency and robustness


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