Minimum hellinger distance estimation for normal models
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Cites work
- scientific article; zbMATH DE number 3089518 (Why is no real title available?)
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- An analysis of variance test for normality (complete samples)
- Approximation Theorems of Mathematical Statistics
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Minimum Distance Estimators for Location and Goodness of Fit
- Minimum Distance and Robust Estimation
- Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
- Minimum Hellinger distance estimates for parametric models
- On Estimation of a Probability Density Function and Mode
- Robust Estimation of a Location Parameter
- Robust location estimates
- The Influence Curve and Its Role in Robust Estimation
- The Probability Plot Correlation Coefficient Test for Normality
Cited in
(8)- Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance
- Robust inference for finite Poisson mixtures
- Properties of robust m-estimators for poisson and negative binomial data∗
- Minimum Hellinger distance estimation of mixture proportions
- Smoothing categorical data
- The iteratively reweighted estimating equation in minimum distance problems
- Tail index estimation for tail adversarial stable time series with an application to high-dimensional tail clustering
- Estimation for u-shaped beta distributions: minimum hellinger distance and related methods
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