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  • Search: subject:": Hellinger"
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Year of publication
Subject
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Hellinger distance 13 Schätztheorie 6 Estimation theory 4 asymptotically linear estimators 4 influence curves 4 : Hellinger 2 Bayesian estimator 2 Boundary bias 2 Continuous-time model 2 Cramer-Rao bound 2 Fisher consistency 2 Hampel-Krasker influence curve 2 Hellinger 2 Hellinger Distance 2 Hellinger metric 2 Hellinger process 2 Katz family of distributions 2 Kernel method 2 Lagrange multiplier 2 Locally Asymptotically Quadratic (LAQ) Families 2 Method of moments 2 Modellierung 2 Momentenmethode 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Parameter estimation uncertainty 2 Probability integral transform 2 Quadratic form 2 Robust statistics 2 Robustes Verfahren 2 Scientific modelling 2 Short-term interest rate 2 Statistischer Test 2 Symmetric location and contamination 2 Theorie 2 Theory 2 Transition density 2 affine stochastic delay differential equation 2 asset pricing 2 asymptotic minimax and convolution theorems 2
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Online availability
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Free 26 CC license 2
Type of publication
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Book / Working Paper 21 Article 5
Type of publication (narrower categories)
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Working Paper 12 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Language
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English 19 Undetermined 7
Author
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Beckert, Walter 4 Rieder, Helmut 4 Antoine, Bertille 2 Evdokimov, Kirill 2 Föllmer, Hans 2 Gospodinov, Nikolaj 2 Gushchin, Alexander A. 2 Hong, Yongmiao 2 Kabanov, Jurij M. 2 Kitamura, Yuichi 2 Kohl, Matthias 2 Küchler, Uwe 2 Li, Haitao 2 Maasoumi, Esfandiar 2 McCabe, Brendan Peter Martin 2 McFadden, Daniel 2 McFadden, Daniel L. 2 Otsu, Taisuke 2 Ruckdeschel, Peter 2 Skeels, Christopher L. 2 Cheng, Fan 1 Dovonon, Prosper 1 Dvonon, Propser 1 Hyndman, Rob J. 1 Li, Ping 1 Pacini, David 1 Panagiotelis, Anastasios 1 Shemyakin, Arkady 1 Xia, Jianming 1 Yan, Jia-an 1
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Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Birkbeck, Department of Economics, Mathematics & Statistics 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Cowles Foundation for Research in Economics, Yale University 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
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SFB 373 Discussion Paper 5 SFB 373 Discussion Papers 5 Econometrics : open access journal 2 cemmap working paper 2 Annals of Economics and Finance 1 Applied Econometrics 1 Birkbeck Working Papers in Economics and Finance 1 CeMMAP working papers 1 Cowles Foundation Discussion Papers 1 Discussion papers 1 Econometrics 1 STICERD - Econometrics Paper Series 1 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 1 Working Paper 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers / Federal Reserve Bank of Atlanta 1
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Source
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RePEc 11 EconStor 9 ECONIS (ZBW) 6
Showing 1 - 10 of 26
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Identification in parametric models : the minimum Hellinger distance criterion
Pacini, David - In: Econometrics : open access journal 10 (2022) 1, pp. 1-14
This note studies the criterion for identifiability in parametric models based on the minimization of the Hellinger … distance and exhibits its relationship to the identifiability criterion based on the Fisher matrix. It shows that the Hellinger …
Persistent link: https://www.econbiz.de/10013041139
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Manifold learning with approximate nearest neighbors
Cheng, Fan; Hyndman, Rob J.; Panagiotelis, Anastasios - 2021
Persistent link: https://www.econbiz.de/10012614527
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Distributions you can count on …but what's the point?
McCabe, Brendan Peter Martin; Skeels, Christopher L. - In: Econometrics 8 (2020) 1, pp. 1-36
which to optimize. Consequently, we explore the use of Hellinger distance to aid this choice. Ultimately we conclude that …
Persistent link: https://www.econbiz.de/10012696272
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Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille; Dvonon, Propser - 2020
Persistent link: https://www.econbiz.de/10012319252
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Distributions you can count on ... but what’s the point?
McCabe, Brendan Peter Martin; Skeels, Christopher L. - In: Econometrics : open access journal 8 (2020) 1/9, pp. 1-36
which to optimize. Consequently, we explore the use of Hellinger distance to aid this choice. Ultimately we conclude that …
Persistent link: https://www.econbiz.de/10012265393
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Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille; Dovonon, Prosper - 2018
Persistent link: https://www.econbiz.de/10011948533
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A new approach to construction of objective priors: Hellinger information
Shemyakin, Arkady - In: Applied Econometrics 28 (2012) 4, pp. 124-137
construction of non-informative priors is suggested based on the concept of Hellinger information related to Hellinger distance …. Under certain regularity conditions, limit behavior of the Hellinger distance as the difference in the parameter values goes …, what is more interesting, Hellinger information can be also used to describe information properties of the parametric set …
Persistent link: https://www.econbiz.de/10010841016
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General aggregation of misspecified asset pricing models
Gospodinov, Nikolaj; Maasoumi, Esfandiar - 2017
with a proper (Hellinger) distance measure that satisfies the triangle inequality. The empirical results illustrate the …
Persistent link: https://www.econbiz.de/10012030266
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General aggregation of misspecified asset pricing models
Gospodinov, Nikolaj; Maasoumi, Esfandiar - 2017
with a proper (Hellinger) distance measure that satisfies the triangle inequality. The empirical results illustrate the …
Persistent link: https://www.econbiz.de/10011771622
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Robust estimation of moment condition models with weakly dependent data
Evdokimov, Kirill; Kitamura, Yuichi; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014
This paper considers robust estimation of moment condition models with time series data. Researchers frequently use moment condition models in dynamic econometric analysis. These models are particularly useful when one wishes to avoid fully parameterizing the dynamics in the data. It is...
Persistent link: https://www.econbiz.de/10011095219
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