Open Access
September, 1992 Minimum Hellinger-Type Distance Estimation for Censored Data
Zhiliang Ying
Ann. Statist. 20(3): 1361-1390 (September, 1992). DOI: 10.1214/aos/1176348773

Abstract

A Hellinger-type distance for hazard rate functions is defined. It is used to obtain a class of minimum distance estimators for data that are subject to a possible right censorship. The corresponding score process is shown to be approximated by a martingale, which is exploited to obtain the asymptotic normality under considerably weaker conditions than those normally assumed for minimum Hellinger distance estimators. It is also shown that under the parametric assumption the estimators are asymptotically as efficient as the maximum likelihood estimators.

Citation

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Zhiliang Ying. "Minimum Hellinger-Type Distance Estimation for Censored Data." Ann. Statist. 20 (3) 1361 - 1390, September, 1992. https://doi.org/10.1214/aos/1176348773

Information

Published: September, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0772.62014
MathSciNet: MR1186254
Digital Object Identifier: 10.1214/aos/1176348773

Subjects:
Primary: 62F10
Secondary: 60F05 , 62E20

Keywords: Censored data , hazard function , Hellinger-type distance , Kernel estimator , martingale

Rights: Copyright © 1992 Institute of Mathematical Statistics

Vol.20 • No. 3 • September, 1992
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