Minimum Hellinger distance estimation of parameter in the random censorship model

DOI10.1214/AOS/1176348112zbMath0735.62036OpenAlexW2081848661MaRDI QIDQ1175378

Song Yang

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348112

zbMATH Keywords

weak convergencekernel density estimatorproduct-limit estimatormartingalerobustness propertiesstochastic integraldata contaminationHellinger metricbest fitminimum Hellinger distance estimationrandom censorship modelasymptotically efficient estimatemean square incrementminimax robusttail behavior of the product limit process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

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