Efficient Hellinger distance estimates for semiparametric models

DOI10.1016/j.jmva.2012.01.007zbMath1236.62023OpenAlexW2044629648MaRDI QIDQ413737

Rohana J. Karunamuni, Jingjing Wu

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

zbMATH Keywords

robust estimatorsminimum Hellinger distance estimatorsadaptive estimatorsasymptotically efficient estimators

Mathematics Subject Classification ID

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

Related Items (16)

Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models ⋮ Robust and efficient estimation of GARCH models based on Hellinger distance ⋮ An empirical classification procedure for nonparametric mixture models ⋮ Profile Hellinger distance estimation ⋮ Efficient and robust tests for semiparametric models ⋮ Robust and efficient estimation of effective dose ⋮ Regularized robust estimation in binary regression models ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Minimum profile hellinger distance estimation of semiparametric multiple linear regression models ⋮ On Huber's contaminated model ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ One-step minimum Hellinger distance estimation ⋮ Robust variable selection for finite mixture regression models ⋮ Computation of an efficient and robust estimator in a semiparametric mixture model ⋮ Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model ⋮ Minimum profile Hellinger distance estimation for semiparametric simple linear regression model

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