One-step minimum Hellinger distance estimation
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- Karunamuni, R.J. & Sriram, T.N. & Wu, J., 2006. "Rates of convergence of an adaptive kernel density estimator for finite mixture models," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 221-230, February.
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- Takada, Teruko, 2009. "Simulated minimum Hellinger distance estimation of stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2390-2403, April.
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Cited by:
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- Jingjing Wu & Rohana J. Karunamuni, 2018. "Efficient and robust tests for semiparametric models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 761-788, August.
- Qingguo Tang & R. J. Karunamuni, 2018. "Robust variable selection for finite mixture regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 489-521, June.
- Jingjing Wu & Tasnima Abedin & Qiang Zhao, 2023. "Semiparametric modelling of two-component mixtures with stochastic dominance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 39-70, February.
- Jingjing Wu & Guoqiang Chen & Zeny Feng, 2017. "An Efficient Semiparametric Approach for Marker Gene Selection and Patient Classification," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 1(2), pages 40-49, April.
- Tang, Qingguo & Karunamuni, Rohana J., 2013. "Minimum distance estimation in a finite mixture regression model," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 185-204.
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Keywords
Hellinger distance One-step estimators Asymptotic efficiency Robust statistics Asymptotic normality;Statistics
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