Article ID Journal Published Year Pages File Type
1149949 Journal of Statistical Planning and Inference 2008 14 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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