Minimum Hellinger distance estimation in a nonparametric mixture model

2009 ◽  
Vol 139 (3) ◽  
pp. 1118-1133 ◽  
Author(s):  
R.J. Karunamuni ◽  
J. Wu
Keyword(s):  
Mixture Model ◽  
Distance Estimation ◽  
Hellinger Distance ◽  
Nonparametric Mixture ◽  
Minimum Hellinger Distance ◽  
Nonparametric Mixture Model

scholarly journals Minimum Hellinger Distance Estimation of a Univariate GARCH Process

2017 ◽  
Vol 9 (3) ◽  
pp. 80
Author(s):  
Roger Kadjo ◽  
Ouagnina Hili ◽  
Aubin N'dri
Keyword(s):  
Asymptotic Normality ◽  
Almost Sure Convergence ◽  
Distance Estimation ◽  
Hellinger Distance ◽  
Distance Method ◽  
Garch Process ◽  
Minimum Hellinger Distance ◽  
Distance Estimator

In this paper, we determine the Minimum Hellinger Distance estimator of a stationary GARCH process. We construct an estimator of the parameters based on the minimum Hellinger distance method. Under conditions which ensure the $\phi$-mixing of the GARCH process, we establish the almost sure convergence and the asymptotic normality of the estimator.

Minimum Hellinger Distance Estimation for k-Component Poisson Mixture with Random Effects

Biometrics ◽  
2008 ◽  
Vol 64 (2) ◽  
pp. 508-518 ◽  
Author(s):  
Liming Xiang ◽  
Kelvin K. W. Yau ◽  
Yer Van Hui ◽  
Andy H. Lee
Keyword(s):  
Random Effects ◽  
Distance Estimation ◽  
Hellinger Distance ◽  
Poisson Mixture ◽  
Minimum Hellinger Distance
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