Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency

Statistics and Probability Letters

Volumn 26, Issue 3, 1996, Pages 263-269

  Pak, Ro Jin ^a  

^a Daejeon University   (South Korea)

Author keywords

Asymptotic efficiency; Hellinger distance; Kernel density

Indexed keywords

EID: 0030584333     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00019-4     Document Type: Article

References (6)

1. Basu, A. and B.G. Lindsay (1994), Minimum disparity estimation for continuous models: efficiency, distribution and robustness, Ann. Inst. Statist. Math. 46, 683-705.
2. Beran, R.J. (1977), Minimum Hellinger distance estimates for parametric models, Ann. Statist. 5, 445-463.
3. Lehmann, E.L. (1991), Theory of Point Estimation (Wadsworth & Brooks/Cole Advanced Books & Software, Pacific Grove).
4. Lindsay, B.G. (1994), Efficiency versus robustness: the case for minimum Hellinger and related methods, Ann. Statist. 22, 1018-1114.
5. Silverman, B.W. (1986), Density Estimation for Statistics and Data Analysis (Chapman and Hall, New York).
6. Tamura, R.N. and D.D. Boos (1986), Minimum Hellinger distance estimation for multivariate location and covariance, J. Amer. Statist. Assoc. 81, 223-229.