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)
- 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
- Minimum density power divergence estimator for diffusion processes
- A general set up for minimum disparity estimation
- On the asymptotics of minimum disparity estimation
- Weighted likelihood estimation of multivariate location and scatter
- Smoothing categorical data
- Hellinger distance estimation of nonlinear dynamical systems.
- Blind separation of instantaneous mixtures of independent/dependent sources
- Goodness-of-fit tests in linear EV regression with replications
- Minimum hellinger distance estimation for normal models
- Robust estimation via minimum distance methods
- On the estimation of \(\beta\)-ARCH models
- A remark on semiparametric models
- Efficient robust estimates in parametric models
- Minimum disparity estimation in the errors-in-variables model
- Nonparametric density estimates with improved . performance on given sets of densities
- Estimation in two sample randomly truncated scale model
- Statistical distances and their role in robustness
- Hellinger distance estimation of stationary Gaussian strongly dependent processes
- Estimation of the complexity of a finite mixture distribution: from well- to less known methods
- On second order efficient robust inference
- Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
- Hellinger distance estimates of long memory linear processes
- On the minimization of concave information functionals for unsupervised classification via decision trees
- Probabilistic equivalence and stochastic model reduction in multiscale analysis
- Weighted \(L^ 2\) quantile distance estimators for randomly censored data
- Statistical Decision Problems and Bayesian Nonparametric Methods
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
- Minimum distance estimation for random coefficient autoregressive models
- On robustness in risk theory
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Two-stage hierarchical modeling for analysis of subpopulations in conditional distributions
- A Weighted Bootstrap Procedure for Divergence Minimization Problems
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models
- Optimal robust estimates using the Hellinger distance
- GAT–GMM: Generative Adversarial Training for Gaussian Mixture Models
- 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
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