Minimum Hellinger distance estimation for supercritical Galton–Watson processes
✍ Scribed by T.N. Sriram; A.N. Vidyashankar
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 122 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0167-7152
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✦ Synopsis
This paper studies the asymptotic behavior of the minimum Hellinger distance estimator of the underlying parameter in a supercritical branching process whose o spring distribution is known to belong to a parametric family. This estimator is shown to be asymptotically normal, e cient at the true model and robust against gross errors. These extend the results of Beran (Ann. Statist. 5, 445 -463 (1977)) from an i.i.d., continuous setup to a dependent, discrete setup.
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