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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書誌詳細

出版年:	Entropy
主要な著者:	Anand N. Vidyashankar, Jeffrey F. Collamore
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2021-03-01
主題:	Hellinger distance large deviations divergence measures rare event probabilities
オンライン･アクセス:	https://www.mdpi.com/1099-4300/23/4/386