2 papers
stat.ME2026
Robust estimation via -divergence for diffusion processes
Tomoyuki Nakagawa, Yusuke Shimizu
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers ca…
stat.ME2020
On default priors for robust Bayesian estimation with divergences
Tomoyuki Nakagawa, Shintaro Hashimoto
This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum -divergence estimator is well-known to work well estimatio…