Toma, Aida; Leoni-Aubin, Samuela - In: Journal of Multivariate Analysis 115 (2013) C, pp. 359-373
Using Rényi pseudodistances, new robustness and efficiency measures are defined. On the basis of these measures, new optimal robust M-estimators for multidimensional parameters, called optimal BRα-robust M-estimators, are derived using the Hampel’s infinitesimal approach. The classical...