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Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory

Hellinger distance has been widely used to derive objective functions that are alternatives to maximum likelihood methods. While the asymptotic distributions of these estimators have been well investigated, the probabilities of rare events induced by them are largely unknown. In this article, we ana...

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Vydáno v:Entropy (Basel)
Hlavní autoři: Vidyashankar, Anand N., Collamore, Jeffrey F.
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI 2021
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On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC8064381/
https://ncbi.nlm.nih.gov/pubmed/33805183
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23040386
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