Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
From MaRDI portal
Publication:3736715
Recommendations
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Minimum Hellinger distance estimation of multivariate GARCH processes
- scientific article; zbMATH DE number 45185
- Minimum Hellinger distance estimation of mixture proportions
Cited in
(55)- Estimation for u-shaped beta distributions: minimum hellinger distance and related methods
- Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
- On second order efficient robust inference
- Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models
- Some variants of minimum disparity estimation
- Optimal robust estimates using the Hellinger distance
- Minimum distance estimation in a finite mixture regression model
- Minimum Hellinger distance estimation of mixture proportions
- Efficient Hellinger distance estimates for semiparametric models
- Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results
- Projection theorems and estimating equations for power-law models
- Robust estimation for copula parameter in SCOMDY models
- Minimum density power divergence estimator for Poisson autoregressive models
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
- Minimum density power divergence estimator for GARCH models
- Minimum negative exponential disparity estimation in parametric models
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions
- Minimum disparity inference and the empty cell penalty: asymptotic results
- Robust estimation for the order of finite mixture models
- Minimum disparity estimation in the errors-in-variables model
- The iteratively reweighted estimating equation in minimum distance problems
- Rates of convergence of an adaptive kernel density estimator for finite mixture models
- One-step minimum Hellinger distance estimation
- Minimum hellinger distance estimation for normal models
- Dual divergence estimators and tests: robustness results
- Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
- Robust estimation for the covariance matrix of multi-variate time series
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- On minimum Hellinger distance estimation
- A new class of metric divergences on probability spaces and its applicability in statistics
- Fixed-width confidence interval based on a minimum Hellinger distance estimator
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- Consistent estimation of mixture complexity.
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Robust statistical inference based on the \(C\)-divergence family
- Minimum density power divergence estimator for diffusion processes
- Minimum Hellinger distance estimation for randomized play the winner design
- Regularized robust estimation in binary regression models
- Robust and efficient estimation of effective dose
- Minimum Hellinger distance estimation in a nonparametric mixture model
- Consistency, efficiency and robustness of conditional disparity methods
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Towards a better understanding of the dual representation of phi divergences
- A general set up for minimum disparity estimation
- The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
- Robust variable selection for finite mixture regression models
- Estimation of a tail index based on minimum density power divergence
- Bayesian model robustness via disparities
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Robust discriminant analysis using weighted likelihood estimators
- Smoothing categorical data
- Minimum Hellinger distance estimation in a two-sample semiparametric model
- Simulated minimum Hellinger distance estimation of stochastic volatility models
- scientific article; zbMATH DE number 474566 (Why is no real title available?)
This page was built for publication: Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3736715)
