Efficiency versus robustness: The case for minimum Hellinger distance and related methods

DOI10.1214/aos/1176325512zbMath0807.62030OpenAlexW2093064776MaRDI QIDQ1339709

Publication date: 15 January 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325512

zbMATH Keywords

robustness properties M-estimation influence curve minimum Hellinger distance estimation global robustness residual adjustment function breakdown properties estimation curvature new disparity measures second-order measures of efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, A Weighted Bootstrap Procedure for Divergence Minimization Problems, Small sample comparisons for the blended weight chi-square goodness-of-fit test statistics, Robust and efficient estimation of GARCH models based on Hellinger distance, Consistency of minimum divergence estimators based on grouped data, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, APPROXIMATIONS TO POWERS OF φ-DISPARITY GOODNESS-OF-FIT TESTS^*, Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results, Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models, Profile Hellinger distance estimation, Statistical Distances and Their Role in Robustness, Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models, Does the generalized mean have the potential to control outliers?, Robust discriminant analysis using weighted likelihood estimators, Data driven robust estimation methods for fixed effects panel data models, On the asymptotics of minimum disparity estimation, Regularized robust estimation in binary regression models, The extended Bregman divergence and parametric estimation, Minimum profile hellinger distance estimation of semiparametric multiple linear regression models, Semiparametric modelling of two-component mixtures with stochastic dominance, On Huber's contaminated model, Forecasting functional time series using weighted likelihood methodology, Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance, Minimum Hellinger Distance Estimation for k-Component Poisson Mixture with Random Effects, Robust estimation in controlled branching processes: Bayesian estimators via disparities, Geometry and applied statistics, Robust minimum distance inference based on combined distances, Robust Statistical Engineering by Means of Scaled Bregman Distances, A class of estimators based on overlapping sample spacings, Analysis of divergence in loglinear models when expected frequencies are subject to linear constraints, Efficient simulation-based minimum distance estimation and indirect inference, Blind separation of instantaneous mixtures of independent/dependent sources, ARFIMA processes and outliers: a weighted likelihood approach, Robust estimates of ordered means in normal models, Higher-Order Infinitesimal Robustness, Two approaches to grouping of data and related disparity statistics, Minimum profile Hellinger distance estimation for a semiparametric mixture model, Robust predictive distributions based on the penalized blended weight hellinger distance, Robust tests for equality of two population means under the normal model, Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence, Robust inference for finite Poisson mixtures, New family of estimators for the loglinear model of quasi-independence based on power-divergence measures, Mixture Models, Robustness, and the Weighted Likelihood Methodology, Statistical inference under a stochastic ordering constraint in ranked set sampling, Minimum Hellinger distance estimation for randomized play the winner design, Robust stepwise regression, Properties of robust m-estimators for poisson and negative binomial data^∗, Weighting Method for a Linear Mixed Model, Robust estimation in the normal mixture model, An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses, Fourier methods for model selection, Bayesian model robustness via disparities, Limit laws for disparities of spacings, Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models, Limit Theorems for φ-Divergences Based onk-Spacings, Disparity based goodness-of-fit tests for and against order restrictions for multinomial models, Probability Generating Function Based Jeffrey's Divergence for Statistical Inference, Robust Inference Against Imperfect Ranking in Ranked Set Sampling, Robust Inference in Generalized Linear Models, Unnamed Item, Unnamed Item, Minimum power-divergence estimator in three-way contingency tables, On minimum Hellinger distance estimation, Clustering Discrete Data Through the Multinomial Mixture Model, On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations, Robust statistical inference: weighted likelihoods or usual m-estimation?, Negative exponential disparity based family of goodness-of-fit tests for multinomial models, Unnamed Item, Influence function analysis of the restricted minimum divergence estimators: a general form, A bimodal Weibull distribution: properties and inference, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models, Robust model selection in regression via weighted likelihood methodology, Consistency, efficiency and robustness of conditional disparity methods, On robustness and efficiency of minimum divergence estimators, Robust estimation for multivariate wrapped models, Minimum disparity estimation in the errors-in-variables model, The logarithmic super divergence and asymptotic inference properties, Robust estimation on a parametric model via testing, A new class of metric divergences on probability spaces and its applicability in statistics, Cluster analysis using different correlation coefficients, Hypothesis testing for two discrete populations based on the Hellinger distance, Minimum disparity estimation for continuous models: Efficiency, distributions and robustness, A Jensen-Gini measure of divergence with application in parameter estimation, Notes on Pearson residuals and weighted likelihood estimating equations, Weighted likelihood estimating equations: The discrete case with applications to logistic regression, Minimum negative exponential disparity estimation in parametric models, Efficient and robust tests for semiparametric models, Robust estimation in the errors variables model via weighted likelihood estimating equations, A mixture model-based nonparametric approach to estimating a count distribution, Robust and efficient estimation of effective dose, On second order efficient robust inference, Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency, The power divergence and the density power divergence families: the mathematical connection, Tests of hypotheses in discrete models based on the penalized Hellinger distance, Minimum Kolmogorov distance estimates of parameters and parametrized distributions, Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach, Minimum disparity estimation based on combined disparities: asymptotic results, Dual divergence estimators and tests: robustness results, A one-step robust estimator for regression based on the weighted likelihood reweighting scheme, Minimum distance estimation in a finite mixture regression model, Testing statistical hypotheses based on the density power divergence, Divergence statistics for testing uniform association in cross-classifications, Asymptotic laws for disparity statistics in product multinomial models., Efficient Hellinger distance estimates for semiparametric models, Ordinary and penalized minimum power-divergence estimators in two-way contingency tables, One-step minimum Hellinger distance estimation, Minimum \(\phi\)-divergence estimation in misspecified multinomial models, Dual representation of \(\phi\)-divergences and applications., Multinomial goodness-of-fit tests under inlier modification, Testing composite hypothesis based on the density power divergence, Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions, On Bayesian estimation via divergences, A class of asymptotically efficient estimators based on sample spacings, Statistical inference based on a new weighted likelihood approach, Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance, Robust estimation with exponentially tilted Hellinger distance, Robust parameter estimation with a small bias against heavy contamination, The iteratively reweighted estimating equation in minimum distance problems, Some variants of minimum disparity estimation, A data-based method for selecting tuning parameters in minimum distance estimators, Robust variable selection for finite mixture regression models, Parametric estimation and tests through divergences and the duality technique, Preliminary Phi-divergence test estimator for multinomial probabilities, Simulated minimum Hellinger distance estimation of stochastic volatility models, Minimum Hellinger distance estimation in a two-sample semiparametric model, Statistical inference based on bridge divergences, A weighted strategy to handle likelihood uncertainty in Bayesian inference, Minimum disparity inference and the empty cell penalty: asymptotic results, Inference functions and quadratic score tests, Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data, Minimum \(K_\phi\)-divergence estimators for multinomial models and applications, A robust partial least squares approach for function-on-function regression, Estimating Rao's statistic distribution for testing uniform association in cross-classifications, Minimum disparity estimators for discrete and continuous models., Weighted likelihood estimation of multivariate location and scatter, Towards a better understanding of the dual representation of phi divergences, Correspondence analysis and the Freeman-Tukey statistic: a study of archaeological data, Two-sample homogeneity tests based on divergence measures, Minimum disparity estimation: improved efficiency through inlier modification, Minimum Hellinger distance estimation in a nonparametric mixture model, Robust estimation of mixing measures in finite mixture models, On efficiency of estimation and testing with data quantized to fixed number of cells, Asymptotic properties of minimum \(S\)-divergence estimator for discrete models, Robust semiparametric inference for polytomous logistic regression with complex survey design, Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering, Infinite-dimensional gradient-based descent for alpha-divergence minimisation, Minimum disparity computation via the iteratively reweighted least integrated squares algorithms, Robust estimation for circular data, Weighted likelihood latent class linear regression, A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models, A weighted likelihood approach to problems in survival data, Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches, Minimum Hellinger distance estimation for Poisson mixtures., Small-sample comparisons for the Rukhin goodness-of-fit-statistics, Minimum negative exponential disparity estimation of mixture proportions., Building and using semiparametric tolerance regions for parametric multinomial models, Robust statistical inference based on the \(C\)-divergence family, On entropy based diversity measures: statistical efficiency and robustness considerations, Statistical distances in goodness-of-fit, Minimum profile Hellinger distance estimation for semiparametric simple linear regression model, Robust fitting of the binomial model., A general set up for minimum disparity estimation, Improving predictive inference under covariate shift by weighting the log-likelihood function, On the robustness of a divergence based test of simple statistical hypotheses, Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators, The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis., Minimum \(\phi\)-divergence estimators with constraints in multinomial populations, The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators., Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions, Robust Bayes estimation using the density power divergence