Basu, A.; Mandal, A.; Martin, N.; Pardo, L. - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 319-348
The family of density power divergences is an useful class which generates robust parameter estimates with high efficiency. None of these divergences require any non-parametric density estimate to carry out the inference procedure. However, these divergences have so far not been used effectively...
