Minimum Hellinger Distance Estimation for Normal Models

1990 ◽  
Author(s):  
Paul W. Eslinger ◽  
Wayne A. Woodward
Keyword(s):  
Distance Estimation ◽  
Hellinger Distance ◽  
Minimum Hellinger Distance

scholarly journals Minimum Hellinger Distance Estimation of a Univariate GARCH Process

2017 ◽  
Vol 9 (3) ◽  
pp. 80
Author(s):  
Roger Kadjo ◽  
Ouagnina Hili ◽  
Aubin N'dri
Keyword(s):  
Asymptotic Normality ◽  
Almost Sure Convergence ◽  
Distance Estimation ◽  
Hellinger Distance ◽  
Distance Method ◽  
Garch Process ◽  
Minimum Hellinger Distance ◽  
Distance Estimator

In this paper, we determine the Minimum Hellinger Distance estimator of a stationary GARCH process. We construct an estimator of the parameters based on the minimum Hellinger distance method. Under conditions which ensure the $\phi$-mixing of the GARCH process, we establish the almost sure convergence and the asymptotic normality of the estimator.

Minimum Hellinger Distance Estimation for k-Component Poisson Mixture with Random Effects

Biometrics ◽  
2008 ◽  
Vol 64 (2) ◽  
pp. 508-518 ◽  
Author(s):  
Liming Xiang ◽  
Kelvin K. W. Yau ◽  
Yer Van Hui ◽  
Andy H. Lee
Keyword(s):  
Random Effects ◽  
Distance Estimation ◽  
Hellinger Distance ◽  
Poisson Mixture ◽  
Minimum Hellinger Distance

Minimum Hellinger distance estimation of mixture proportions

1995 ◽  
Vol 48 (3) ◽  
pp. 303-319 ◽  
Author(s):  
Wayne A. Woodward ◽  
Paul Whitney ◽  
Paul W. Eslinger
Keyword(s):  
Distance Estimation ◽  
Hellinger Distance ◽  
Minimum Hellinger Distance

On minimum Hellinger distance estimation

2009 ◽  
Vol 37 (4) ◽  
pp. 514-533 ◽  
Author(s):  
Jingjing Wu ◽  
Rohana J. Karunamuni
Keyword(s):  
Distance Estimation ◽  
Hellinger Distance ◽  
Minimum Hellinger Distance
Sign in / Sign up

Export Citation Format

Share Document