Efficient Hellinger distance estimates for semiparametric models

DOI10.1016/J.JMVA.2012.01.007zbMATH Open1236.62023OpenAlexW2044629648MaRDI QIDQ413737FDOQ413737

Authors: Jingjing Wu, Rohana J. Karunamuni 

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.007

Recommendations

• On minimum Hellinger distance estimation
• Profile Hellinger distance estimation
• Minimum Hellinger distance estimation in a two-sample semiparametric model
• Efficient and robust tests for semiparametric models
• Minimum profile Hellinger distance estimation for semiparametric simple linear regression model

zbMATH Keywords

minimum Hellinger distance estimatorsrobust estimatorsadaptive estimatorsasymptotically efficient estimators

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Introduction to empirical processes and semiparametric inference
• Asymptotic Statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Efficient maximum likelihood estimation in semiparametric mixture models
• Alternatives to the Median Absolute Deviation
• Title not available (Why is that?)
• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• Logistic disease incidence models and case-control studies
• Semiparametric estimation of a two-component mixture model
• Likelihood inference in the errors-in-variables model
• Minimum Hellinger distance estimation in a nonparametric mixture model
• Minimum Hellinger distance estimates for parametric models
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Minimum Hellinger Distance Estimation for Finite Mixture Models
• On Profile Likelihood
• Minimum Hellinger distance estimation in a two-sample semiparametric model
• On asymptotically efficient estimation in semiparametric models
• The ``automatic robustness of minimum distance functionals
• Minimum Hellinger distance estimation for supercritical Galton-Watson processes
• Minimum Hellinger Distance Estimation for Finite Mixtures of Poisson Regression Models and Its Applications
• Efficient Hellinger distance estimates for semiparametric models
• Simulated minimum Hellinger distance estimation of stochastic volatility models
• Robust Estimation of Mixture Complexity
• An Introduction to Categorical Data Analysis
• Quantile estimation under a two-sample semi-parametric model
• Multivariate logistic compounds
• Empirical likelihood ratio based confidence intervals for mixture proportions
• Robust estimation of mixture complexity for count data
• Minimum Hellinger distance estimation of parameter in the random censorship model
• Minimum Hellinger-type distance estimation for censored data
• Minimum Hellinger distance estimation for Poisson mixtures.
• Minimum Hellinger distance estimation of mixture proportions
• On minimum Hellinger distance estimation
• Title not available (Why is that?)
• Efficient estimation in the errors in variables model
• An efficient and robust adaptive estimator of location
• An information matrix test for logistic regression models based on case-control data.
• An Improved Goodness-of-Fit Test for Logistic Regression Models Based on Case-Control Data by Random Partition
• On the construction of efficient estimators in semiparametric models
• A chi-squared goodness-of-fit test for logistic regression models based on case-control data

Cited In (29)

• Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model
• Minimum distance estimation in a finite mixture regression model
• Semiparametrically efficient estimation of constrained Euclidean parameters
• Robust and efficient estimation of effective dose
• Adaptive subsample estimation for multivariate normal distributions
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• Efficient and robust tests for semiparametric models
• Minimum Hellinger-type distance estimation for censored data
• An empirical classification procedure for nonparametric mixture models
• Minimum profile Hellinger distance estimation for a semiparametric mixture model
• Minimum Hellinger distance estimation in a two-sample semiparametric model
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
• Robust variable selection for finite mixture regression models
• Efficient Hellinger distance estimates for semiparametric models
• One-step minimum Hellinger distance estimation
• Regularized robust estimation in binary regression models
• Hellinger distance estimation of SSAR models
• Minimum profile hellinger distance estimation of semiparametric multiple linear regression models
• Robust and efficient estimation of GARCH models based on Hellinger distance
• Hellinger distance estimation of general bilinear time series models
• Hellinger distance estimation of stationary Gaussian strongly dependent processes
• On Huber's contaminated model
• Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
• Minimum Hellinger distance estimation with inlier modification
• Minimum profile Hellinger distance estimation for semiparametric simple linear regression model
• Computation of an efficient and robust estimator in a semiparametric mixture model
• Profile Hellinger distance estimation
• Optimal robust estimates using the Hellinger distance
• Minimum Hellinger distance point estimates consistent under weak family regularity

This page was built for publication: Efficient Hellinger distance estimates for semiparametric models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413737)