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Robust estimation with exponentially tilted Hellinger distance - MaRDI portal

Robust estimation with exponentially tilted Hellinger distance (Q2236869)

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Robust estimation with exponentially tilted Hellinger distance
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    Robust estimation with exponentially tilted Hellinger distance (English)
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    26 October 2021
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    moment condition models
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    global misspecification
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    local misspecification
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    Hellinger distance
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    minimax robust estimation
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    semiparametric efficiency
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