On minimum Hellinger distance estimation

DOI10.1002/CJS.10042zbMath1191.62036OpenAlexW2096410324MaRDI QIDQ3651427

Rohana J. Karunamuni, Jingjing Wu

Publication date: 10 December 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10042

zbMATH Keywords

asymptotic normalityasymptotic efficiencysemiparametric modelsrobust statisticsminimum Hellinger distance estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (13)

Robust and efficient estimation of GARCH models based on Hellinger distance ⋮ An empirical classification procedure for nonparametric mixture models ⋮ Profile Hellinger distance estimation ⋮ Efficient and robust tests for semiparametric models ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Minimum profile hellinger distance estimation of semiparametric multiple linear regression models ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ One-step minimum Hellinger distance estimation ⋮ Minimum Hellinger distance estimation in a two-sample semiparametric model ⋮ Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data ⋮ Computation of an efficient and robust estimator in a semiparametric mixture model ⋮ Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model ⋮ Minimum profile Hellinger distance estimation for semiparametric simple linear regression model

Uses Software

• robustbase

Cites Work

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