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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8064381/ https://www.ncbi.nlm.nih.gov/pubmed/33805183 http://dx.doi.org/10.3390/e23040386 |