Minimum Hellinger distance estimates for parametric models

DOI10.1214/aos/1176343842zbMath0381.62028OpenAlexW2084238990MaRDI QIDQ1248296

Rudolf Beran

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aos/1176343842

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Consistency, efficiency and robustness of conditional disparity methods, On robustness and efficiency of minimum divergence estimators, Minimum disparity estimation in the errors-in-variables model, The logarithmic super divergence and asymptotic inference properties, Robust estimation on a parametric model via testing, A new class of metric divergences on probability spaces and its applicability in statistics, 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, Modelling time-varying higher moments with maximum entropy density, Bayesian evaluation of non-admissible conditioning, Cluster analysis using different correlation coefficients, Minimum distance estimation of the center of symmetry with randomly censored data, Hypothesis testing for two discrete populations based on the Hellinger distance, Goodness-of-fit tests in linear EV regression with replications, Minimum disparity estimation for continuous models: Efficiency, distributions and robustness, Generalized regression trees, Bounds for \(f\)-divergences under likelihood ratio constraints., Smoothing categorical data, On two recent papers of Y. Kanazawa, Weighted likelihood estimating equations: The discrete case with applications to logistic regression, Minimum negative exponential disparity estimation in parametric models, Minimum Hellinger distance estimation of mixture proportions, Minimum distance estimation for random coefficient autoregressive models, Some new statistics for testing hypotheses in parametric models, Efficient and robust tests for semiparametric models, Robust and efficient estimation of effective dose, On second order efficient robust inference, Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency, Tests of hypotheses in discrete models based on the penalized Hellinger distance, Minimum Kolmogorov distance estimates of parameters and parametrized distributions, Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, Bayesian inference for controlled branching processes through MCMC and ABC methodologies, A generalization of \(f\)-divergence measure to convex functions defined on linear spaces, Dual divergence estimators and tests: robustness results, Robust multivariate association and dimension reduction using density divergences, Minimum distance estimation in a finite mixture regression model, Minimum density power divergence estimator for GARCH models, Minimum density power divergence estimator for diffusion processes, On the behaviour of tests based on sample spacings for moderate samples, Minimum distance estimation in doubly censored two sample scale model, Efficient Hellinger distance estimates for semiparametric models, Ordinary and penalized minimum power-divergence estimators in two-way contingency tables, One-step minimum Hellinger distance estimation, Minimum distance conditional variance function checking in heteroscedastic regression models, Parameter estimation of ODE's via nonparametric estimators, Hellinger distance estimation of stationary Gaussian strongly dependent processes, Minimum distance regression model checking, Robust estimation for the order of finite mixture models, Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions, Hellinger distance estimation of nonlinear dynamical systems., Minimum Hellinger distance estimation of an ARFIMA process, On the minimization of concave information functionals for unsupervised classification via decision trees, Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models, Certainty equivalents and information measures: Duality and extremal principles, Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data, The iteratively reweighted estimating equation in minimum distance problems, Some variants of minimum disparity estimation, A data-based method for selecting tuning parameters in minimum distance estimators, Estimation of a tail index based on minimum density power divergence, Robust variable selection for finite mixture regression models, Parametric estimation and tests through divergences and the duality technique, Simulated minimum Hellinger distance estimation of stochastic volatility models, \(L_{2}E\) estimation of mixture complexity for count data, Minimum Hellinger distance estimation in a two-sample semiparametric model, A new time domain estimation of \(k\)-factors GARMA processes, Divergences test statistics for discretely observed diffusion processes, Hellinger distance estimates of long memory linear processes, Minimum disparity inference and the empty cell penalty: asymptotic results, Dependence and the dimensionality reduction principle, Hellinger distance estimation of general bilinear time series models, Estimation of a multiple-threshold \(AR(p)\) model, Towards a better understanding of the dual representation of phi divergences, CLT for integrated square error of density estimators with censoring indicators missing at random, Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions, Probabilistic equivalence and stochastic model reduction in multiscale analysis, Projection theorems and estimating equations for power-law models, Semiparametric inference of proportional odds model based on randomly truncated data, Minimum distance regression model checking with Berkson measurement errors, Correspondence analysis and the Freeman-Tukey statistic: a study of archaeological data, Two-sample homogeneity tests based on divergence measures, Minimum disparity estimation: improved efficiency through inlier modification, Minimum Hellinger distance estimation in a nonparametric mixture model, On the estimation of \(\beta\)-ARCH models, Robust semiparametric inference for polytomous logistic regression with complex survey design, Stein 1956: Efficient nonparametric testing and estimation, Robust estimation of mixture complexity for count data, Minimum disparity computation via the iteratively reweighted least integrated squares algorithms, Asymptotically optimal estimation in misspecified time series models, A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models, Minimum distance regression-type estimates with rates under weak dependence, Minimum Hellinger distance estimation for Poisson mixtures., A remark on semiparametric models, Minimum negative exponential disparity estimation of mixture proportions., Minimum Hellinger distance estimates for a periodically time-varying long memory parameter, Consistent estimation of mixture complexity., Weighted \(L^ 2\) quantile distance estimators for randomly censored data, Minimum Hellinger distance estimation for supercritical Galton-Watson processes, A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data, Minimum \(\phi\)-divergence estimators with constraints in multinomial populations, Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions, GAT–GMM: Generative Adversarial Training for Gaussian Mixture Models, A nonparametric two‐sample test using a general φ‐divergence‐based mutual information, Minimum profile hellinger distance estimation of semiparametric multiple linear regression models, Testing for the Pareto type I distribution: a comparative study, New precise model of studentized principal components, Detecting stochastic governing laws with observation on stationary distributions, Robust maximum likelihood estimation of stochastic frontier models, Parameter estimation for diffusion process from perturbed discrete observations, Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme, A class of estimators based on overlapping sample spacings, Robust inference for finite Poisson mixtures, Hellinger distance estimation of SSAR models, On robustness in risk theory, Robust estimation for the covariance matrix of multi-variate time series, A New Fuzzy Information Inequalities and its Applications in Establishing Relation among Fuzzy $f$-Divergence Measures, The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, Robust estimation for longitudinal data based upon minimum Hellinger distance, A Weighted Bootstrap Procedure for Divergence Minimization Problems, ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT), Robust and efficient estimation of GARCH models based on Hellinger distance, On the convergence of Newton's method when estimating higher dimensional parameters, Parametric estimation of long memory multivariate Gaussian random fields, Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results, Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models, Estimation for u-shaped beta distributions: minimum hellinger distance and related methods, Data Dependent Cells Chi‐Square Test With Recurrent Events, Profile Hellinger distance estimation, Robust confidence intervals for log-location-scale models with right censored data, Some information theoretic ideas useful in statistical inference, Statistical Distances and Their Role in Robustness, Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator, Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance, Existence, consistency and computer simulation for selected variants of minimum distance estimators, Robust discriminant analysis using weighted likelihood estimators, On the asymptotics of minimum disparity estimation, Regularized robust estimation in binary regression models, Parameter estimation by minimizing a probability generating function-based power divergence, Maximum Lq-likelihood Estimation in Functional Measurement Error Models, The extended Bregman divergence and parametric estimation, Semiparametric modelling of two-component mixtures with stochastic dominance, Robust estimation for zero-inflated poisson autoregressive models based on density power divergence, ChangePPplot and continous sample quantile function, Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process, Homogeneity test in distribution mixtures and application to major genes detection, Robust Statistical Engineering by Means of Scaled Bregman Distances, Real Time Learning of Non-stationary Processes with Dynamic Bayesian Networks, On the choice of a discrepancy functional for model selection, Minimum cramér-von mises distance methods for complete and grouped data, Efficient simulation-based minimum distance estimation and indirect inference, Blind separation of instantaneous mixtures of independent/dependent sources, Minimum-distance methods based on quadratic distances for transforms, Two-stage hierarchical modeling for analysis of subpopulations in conditional distributions, Optimal robust estimates using the Hellinger distance, Identifiability of nonparametric mixture models and Bayes optimal clustering, Improving Generalization via Attribute Selection on Out-of-the-Box Data, Nonparametric \(\phi\)-divergence estimation and test for model selection, A class of asymptotically efficient estimators based on sample spacings, New estimates for Csiszár divergence and Zipf-Mandelbrot entropy via Jensen-Mercer's inequality, BOUNDS FOR THE DEVIATION OF A FUNCTION FROM THE CHORD GENERATED BY ITS EXTREMITIES, Robust estimates of ordered means in normal models, Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models, Robust estimation with exponentially tilted Hellinger distance, Higher-Order Infinitesimal Robustness, Robust inference using the exponential-polynomial divergence, An Estimation of Generalized Bradley-Terry Models Based on the em Algorithm, Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Minimum profile Hellinger distance estimation for a semiparametric mixture model, Robust predictive distributions based on the penalized blended weight hellinger distance, Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors, SUPERADDITIVITY OF SOME FUNCTIONALS ASSOCIATED WITH JENSEN’S INEQUALITY FOR CONVEX FUNCTIONS ON LINEAR SPACES WITH APPLICATIONS, Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data, Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators, Rates of convergence of an adaptive kernel density estimator for finite mixture models, Asymptotic normality of an adaptive kernel density estimator for finite mixture models, Minimum Hellinger distance estimation for randomized play the winner design, Weighted likelihood estimation of multivariate location and scatter, Properties of robust m-estimators for poisson and negative binomial data^∗, Estimation in two sample randomly truncated scale model, Robust estimation in the normal mixture model, Test for parameter change based on the estimator minimizing density-based divergence meas\-ures, Robust and efficient parametric estimation for censored survival data, Error reduction in density estimation under shape restrictions, A Survey of Reverse Inequalities for f-Divergence Measure in Information Theory, Funcionales de mínima g-divergencia y sus estimadores asociados (I), Funcionales de mínimag-divergencia y sus estimadores asociados (II), An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses, Fixed-width confidence interval based on a minimum Hellinger distance estimator, Regression of Fluctuating System Properties: Baryonic Tully–Fisher Scaling in Disk Galaxies, MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES, Computation of an efficient and robust estimator in a semiparametric mixture model, A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator, Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model, Robust estimation of mixing measures in finite mixture models, Efficient robust estimates in parametric models, On the performance ofL₂Eestimation in modelling heterogeneous count responses with extreme values, Probability Generating Function Based Jeffrey's Divergence for Statistical Inference, Unnamed Item, Robust estimation via minimum distance methods, On minimum Hellinger distance estimation, Generalized Csiszár's f-divergence for Lipschitzian functions, Nonparametric density estimates with improved . performance on given sets of densities, The B-exponential divergence and its generalizations with applications to parametric estimation, Estimation of the complexity of a finite mixture distribution: from well- to less known methods, Robust statistical inference based on the \(C\)-divergence family, Statistical Decision Problems and Bayesian Nonparametric Methods, Minimum profile Hellinger distance estimation for semiparametric simple linear regression model, Robust estimation for copula Parameter in SCOMDY models, Some estimations for the generalized relative operator entropy, A general set up for minimum disparity estimation, Minimum hellinger distance estimation for normal models, An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model, Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators, A New Information Inequality and Its Application in Establishing Relation Among Various f-Divergence Measures, Generalized cyclic Jensen and information inequalities