Minimum Hellinger Distance Estimation for the Analysis of Count Data
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(82)- Minimum Hellinger distance estimation in a nonparametric mixture model
- Robust estimation of mixture complexity for count data
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
- Minimum Hellinger distance estimation for Poisson mixtures.
- Minimum disparity estimation in the errors-in-variables model
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- Minimum negative exponential disparity estimation in parametric models
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes
- The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
- Minimum density power divergence estimator for Poisson autoregressive models
- Efficient and robust tests for semiparametric models
- Robust and efficient estimation of effective dose
- On second order efficient robust inference
- Towards a better understanding of the dual representation of phi divergences
- Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
- Correspondence analysis and the Freeman-Tukey statistic: a study of archaeological data
- Robust fitting of the binomial model.
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Smoothing categorical data
- Tests of hypotheses in discrete models based on the penalized Hellinger distance
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions
- Minimum density power divergence estimator for diffusion processes
- One-step minimum Hellinger distance estimation
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models
- Minimum profile Hellinger distance estimation for semiparametric simple linear regression model
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
- Weighted likelihood estimation of multivariate location and scatter
- The B-exponential divergence and its generalizations with applications to parametric estimation
- Robust statistical inference based on the \(C\)-divergence family
- A general set up for minimum disparity estimation
- The minimum S-divergence estimator under continuous models: the Basu-Lindsay approach
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results
- Minimum distance estimators for count data based on the probability generating function with applications
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models
- Minimum Hellinger distance estimation for randomized play the winner design
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- Fixed-width confidence interval based on a minimum Hellinger distance estimator
- Bayesian model robustness via disparities
- Diagnostics for binomial response models using power divergence statistics
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
- Consistency, efficiency and robustness of conditional disparity methods
- Properties of robust m-estimators for poisson and negative binomial data∗
- Robust estimation for copula parameter in SCOMDY models
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
- Minimum Hellinger Distance Estimation for k-Component Poisson Mixture with Random Effects
- The power divergence and the density power divergence families: the mathematical connection
- On minimum Hellinger distance estimation
- Minimum distance estimation in a finite mixture regression model
- Efficient Hellinger distance estimates for semiparametric models
- Robust predictive distributions based on the penalized blended weight hellinger distance
- Robust discriminant analysis using weighted likelihood estimators
- Robust minimum distance inference based on combined distances
- Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
- Regularized robust estimation in binary regression models
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Minimum disparity inference and the empty cell penalty: asymptotic results
- Robust estimation for the covariance matrix of multi-variate time series
- On the `optimal' density power divergence tuning parameter
- Robust inference for finite Poisson mixtures
- Dual divergence estimators and tests: robustness results
- Minimum density power divergence estimator for GARCH models
- Ordinary and penalized minimum power-divergence estimators in two-way contingency tables
- Hellinger distance estimation for nonregular spectra
- Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
- Alternating minimization algorithm with a probability generating function-based distance measure
- Asymptotic breakdown point analysis for a general class of minimum divergence estimators
- Minimum profile Hellinger distance estimation for single-index models
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- Minimum profile Hellinger distance estimation of general covariate models
- Tikhonov regularization for Gaussian empirical gain maximization in RKHS is consistent
- Automatic deforestation detectors based on frequentist statistics and their extensions for other spatial objects
- A density power divergence measure to discriminate between generalized exponential and Weibull distributions
- On robustness of statistical inference based on the logarithmic super divergence family
- Asymptotic properties of minimum \(S\)-divergence estimator for discrete models
- Hypothesis testing for two discrete populations based on the Hellinger distance
- The iteratively reweighted estimating equation in minimum distance problems
- Some variants of minimum disparity estimation
- Simulated minimum Hellinger distance estimation of stochastic volatility models
- Minimum Hellinger distance estimation in a two-sample semiparametric model
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