A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation

Authors

Andrews T. Anum, The University of Texas at El Paso
Michael Pokojovy, The University of Texas at El Paso

Abstract

Armijo rule; gradient descent; Minimum density power divergence estimator; Newton’s method; Rousseeuw’s Minimum Covariance Determinant estimator (MCD)

Publication Title

Communications in Statistics Theory and Methods

Recommended Citation

Anum, A., & Pokojovy, M. (2024). A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation. Communications in Statistics Theory and Methods, 53 (14), 5186-5209. https://doi.org/10.1080/03610926.2023.2209347