On Selection Criteria for the Tuning Parameter in Robust Divergence

Although robust divergence, such as density power divergence and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>γ</mi></semantics></math></inline-formula>-divergence, is helpful for...

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Bibliographic Details
Main Authors: Shonosuke Sugasawa, Shouto Yonekura
Format: Article
Language:English
Published: MDPI AG 2021-09-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/9/1147