Minimum Hellinger distance estimates for parametric models
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(only showing first 100 items - show all)- Minimum distance regression model checking with Berkson measurement errors
- Minimum Hellinger distance estimation in a nonparametric mixture model
- Robust estimation of mixture complexity for count data
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
- Certainty equivalents and information measures: Duality and extremal principles
- Minimum Hellinger distance estimation for Poisson mixtures.
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
- 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 distance estimation for random coefficient autoregressive models
- Some new statistics for testing hypotheses in parametric models
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
- Minimum distance estimation in doubly censored two sample scale model
- Minimum distance regression model checking
- Hellinger distance estimation of nonlinear dynamical systems.
- Minimum negative exponential disparity estimation of mixture proportions.
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes
- Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
- The logarithmic super divergence and asymptotic inference properties
- Minimum density power divergence estimator for Poisson autoregressive models
- Goodness-of-fit tests in linear EV regression with replications
- Efficient and robust tests for semiparametric models
- Robust and efficient estimation of effective dose
- On second order efficient robust inference
- Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data
- Robust variable selection for finite mixture regression models
- A new time domain estimation of k-factors GARMA processes
- Dependence and the dimensionality reduction principle
- 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
- Minimum disparity estimation: improved efficiency through inlier modification
- On the estimation of -ARCH models
- Asymptotically optimal estimation in misspecified time series models
- Minimum distance regression-type estimates with rates under weak dependence
- A remark on semiparametric models
- Consistent estimation of mixture complexity.
- On robustness and efficiency of minimum divergence estimators
- A new class of metric divergences on probability spaces and its applicability in statistics
- Bayesian evaluation of non-admissible conditioning
- Minimum distance estimation of the center of symmetry with randomly censored data
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Generalized regression trees
- Smoothing categorical data
- On two recent papers of Y. Kanazawa
- Minimum Hellinger distance estimation of mixture proportions
- Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
- 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
- Parameter estimation of ODE's via nonparametric estimators
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Projection theorems and estimating equations for power-law models
- Robust semiparametric inference for polytomous logistic regression with complex survey design
- Stein 1956: Efficient nonparametric testing and estimation
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
- Estimation of the complexity of a finite mixture distribution: from well- to less known methods
- Minimum profile Hellinger distance estimation for semiparametric simple linear regression model
- Some estimations for the generalized relative operator entropy
- An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Generalized cyclic Jensen and information inequalities
- Parametric estimation of long memory multivariate Gaussian random fields
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
- Identifiability of nonparametric mixture models and Bayes optimal clustering
- Nonparametric \(\phi\)-divergence estimation and test for model selection
- A class of asymptotically efficient estimators based on sample spacings
- New estimates for Csiszár divergence and Zipf-Mandelbrot entropy via Jensen-Mercer's inequality
- Robust estimation with exponentially tilted Hellinger distance
- Robust inference using the exponential-polynomial divergence
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
- Weighted likelihood estimation of multivariate location and scatter
- Robust estimation of mixing measures in finite mixture models
- 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
- On the convergence of Newton's method when estimating higher dimensional parameters
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results
- On the asymptotics of minimum disparity estimation
- Efficient simulation-based minimum distance estimation and indirect inference
- Optimal robust estimates using the Hellinger distance
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Rates of convergence of an adaptive kernel density estimator for finite mixture models
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models
- Minimum Hellinger distance estimation for randomized play the winner design
- Estimation in two sample randomly truncated scale model
- Robust estimation in the normal mixture model
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- Robust and efficient parametric estimation for censored survival data
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Fixed-width confidence interval based on a minimum Hellinger distance estimator
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
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