Minimum Hellinger distance estimators for multivariate distributions from the Johnson system

被引：15

作者：

Toma, Aida ^{[1
]}

机构：

[1] Acad Econ Studies, Dept Math, Bucharest, Romania

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 03期

关键词：

Hellinger distance; multivariate robust estimators; Johnson system;

D O I：

10.1016/j.jspi.2007.05.033

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study minimum Hellinger distance estimators (MHDEs) for multivariate distributions from the Johnson system. We prove some properties of these estimators, such as consistency and asymptotic normality, and show that they represent a robust alternative for other existing estimators. (C) 2007 Published by Elsevier B.V.

引用

页码：803 / 816

页数：14

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