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The Logarithmic Super Divergence and its use in Statistic...
Avijit Maji, Abhik Ghosh, Ayanendranath Basu · 2014-07-15 · via math.ST updates on arXiv.org

This paper introduces a new superfamily of divergences that is similar in spirit to the S-divergence family introduced by Ghosh et al. (2013). This new family serves as an umbrella that contains the logarithmic power divergence family (Renyi, 1961; Maji, Chakraborty and Basu 2014) and the logarithmic density power divergence family (Jones et al., 2001) as special cases. Various properties of this new family and the corresponding minimum distance procedures are discussed with particular emphasis on the robustness issue; these properties are demonstrated through simulation studies. In particular the method demonstrates the limitation of the first order influence function in assessing the robustness of the corresponding minimum distance procedures.