Efficiency Versus Robustness: The Case for Minimum Hellinger Distance and Related Methods
Efficiency Versus Robustness: The Case for Minimum Hellinger Distance and Related Methods
It is shown how and why the influence curve poorly measures the robustness properties of minimum Hellinger distance estimation. Rather, for this and related forms of estimation, there is another function, the residual adjustment function, that carries the relevant information about the trade-off between efficiency and robustness. It is demonstrated …