Minimum Hellinger distance estimation for supercritical Galton-Watson processes
This paper studies the asymptotic behavior of the minimum Hellinger distance estimator of the underlying parameter in a supercritical branching process whose offspring distribution is known to belong to a parametric family. This estimator is shown to be asymptotically normal, efficient at the true model and robust against gross errors. These extend the results of Beran (Ann. Statist. 5, 445-463 (1977)) from an i.i.d., continuous setup to a dependent, discrete setup.
Year of publication: |
2000
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Authors: | Sriram, T. N. ; Vidyashankar, A. N. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 4, p. 331-342
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Publisher: |
Elsevier |
Keywords: | Hellinger functional Minimum Hellinger distance Asymptotic efficiency [alpha]-influence curves Breakdown point |
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