Robust parameter estimation with a small bias against heavy contamination

Fujisawa, Hironori, Eguchi, Shinto . Journal of Multivariate Analysis 2008. 99 (9) :2053-2081

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Bibtex

@article{CIS-226468,
  Author = {Fujisawa, Hironori and Eguchi, Shinto},
  Title = {Robust parameter estimation with a small bias against heavy contamination},
  Journal = {Journal of Multivariate Analysis},
  Volume = {99},
  Number = {9},
  Year = {2008},
  Pages = {2053--2081},
  Keywords = {Characterization, Divergence, Cross entropy, Pythagorean relation}
}

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