Minimum Hellinger distance estimates for parametric models
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Publication:1248296
DOI10.1214/AOS/1176343842zbMATH Open0381.62028OpenAlexW2084238990MaRDI QIDQ1248296FDOQ1248296
Authors: Rudolf Beran
Publication date: 1977
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343842
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (only showing first 100 items - show all)
- Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model
- Minimum distance estimation in a finite mixture regression model
- Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
- On robustness and efficiency of minimum divergence estimators
- Robust and efficient estimation of effective dose
- Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
- Consistency, efficiency and robustness of conditional disparity methods
- Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
- Certainty equivalents and information measures: Duality and extremal principles
- Robust inference for finite Poisson mixtures
- Minimum disparity inference and the empty cell penalty: asymptotic results
- Homogeneity test in distribution mixtures and application to major genes detection
- Robust estimation of mixture complexity for count data
- Efficient and robust tests for semiparametric models
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Minimum Hellinger distance estimation for Poisson mixtures.
- Robust estimation on a parametric model via testing
- Generalized regression trees
- Dual divergence estimators and tests: robustness results
- Some new statistics for testing hypotheses in parametric models
- Minimum Hellinger distance estimation in a nonparametric mixture model
- Estimation of a tail index based on minimum density power divergence
- Parameter estimation of ODE's via nonparametric estimators
- Minimum Hellinger distance estimation in a two-sample semiparametric model
- Robust multivariate association and dimension reduction using density divergences
- Minimum negative exponential disparity estimation of mixture proportions.
- Identifiability of nonparametric mixture models and Bayes optimal clustering
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
- Robust discriminant analysis using weighted likelihood estimators
- Efficient Hellinger distance estimates for semiparametric models
- Minimum negative exponential disparity estimation in parametric models
- Robust estimation for the order of finite mixture models
- Minimum Hellinger distance estimation of mixture proportions
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions
- One-step minimum Hellinger distance estimation
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- A data-based method for selecting tuning parameters in minimum distance estimators
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
- Simulated minimum Hellinger distance estimation of stochastic volatility models
- Tests of hypotheses in discrete models based on the penalized Hellinger distance
- Efficient simulation-based minimum distance estimation and indirect inference
- Regularized robust estimation in binary regression models
- Bounds for \(f\)-divergences under likelihood ratio constraints.
- A new class of metric divergences on probability spaces and its applicability in statistics
- Minimum Hellinger distance estimation of an ARFIMA process
- The iteratively reweighted estimating equation in minimum distance problems
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes
- Minimum density power divergence estimator for GARCH models
- On the behaviour of tests based on sample spacings for moderate samples
- Minimum Hellinger distance estimation for randomized play the winner design
- Robust estimation in the normal mixture model
- Two-sample homogeneity tests based on divergence measures
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models
- Ordinary and penalized minimum power-divergence estimators in two-way contingency tables
- BOUNDS FOR THE DEVIATION OF A FUNCTION FROM THE CHORD GENERATED BY ITS EXTREMITIES
- Robust and efficient parametric estimation for censored survival data
- Divergences test statistics for discretely observed diffusion processes
- Hellinger distance estimation of general bilinear time series models
- On minimum Hellinger distance estimation
- Robust estimation of mixing measures in finite mixture models
- Minimum-distance methods based on quadratic distances for transforms
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Minimum Hellinger distance estimation of multivariate GARCH processes
- Estimators based on data-driven generalized weighted Cramér-von Mises distances under censoring -- with applications to mixture models
- Minimum distance conditional variance function checking in heteroscedastic regression models
- Parametric estimation and tests through divergences and the duality technique
- Higher-order infinitesimal robustness
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
- Robust estimation for copula parameter in SCOMDY models
- Bayesian inference for controlled branching processes through MCMC and ABC methodologies
- A generalization of \(f\)-divergence measure to convex functions defined on linear spaces
- Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
- Consistent estimation of mixture complexity.
- Minimum distance regression model checking with Berkson measurement errors
- Computation of an efficient and robust estimator in a semiparametric mixture model
- A class of asymptotically efficient estimators based on sample spacings
- Asymptotically optimal estimation in misspecified time series models
- Minimum density power divergence estimator for Poisson autoregressive models
- Minimum distance regression model checking
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- Some variants of minimum disparity estimation
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- \(L_{2}E\) estimation of mixture complexity for count data
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Semiparametric inference of proportional odds model based on randomly truncated data
- Modelling time-varying higher moments with maximum entropy density
- Minimum distance regression-type estimates with rates under weak dependence
- 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
- Cluster analysis using different correlation coefficients
- New estimates for Csiszár divergence and Zipf-Mandelbrot entropy via Jensen-Mercer's inequality
- Properties of robust m-estimators for poisson and negative binomial data∗
- Minimum disparity estimation: improved efficiency through inlier modification
- Hypothesis testing for two discrete populations based on the Hellinger distance
- Minimum distance estimation of the center of symmetry with randomly censored data
- Parameter estimation for diffusion process from perturbed discrete observations
- The logarithmic super divergence and asymptotic inference properties
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
- Estimation of a multiple-threshold \(AR(p)\) model
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