Minimum Hellinger distance estimation of mixture proportions
β Scribed by Wayne A. Woodward; Paul Whitney; Paul W. Eslinger
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 737 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0378-3758
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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 mode
The present paper deals with the minimum Hellinger distance (MHD) parameter estimation of nonlinear dynamical systems with highly correlated residuals. In order to estimate the parameter of interest, we ΓΏt the residuals by an exponential autoregressive time-series model. Under some assumptions which