Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach

The density power divergence (DPD) measure, defined in terms of a single parameter α, has proved to be a popular tool in the area of robust estimation [ 1 ]. Recently, Ghosh and Basu [ 5 ] rigorously established the asymptotic properties of the MDPDEs in case of independent non-homogeneous observati...

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