Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149949 | Journal of Statistical Planning and Inference | 2008 | 14 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Aida Toma,