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Minimum hellinger distance estimation for finite mixtures of Poisson regression models and its applications
Lu, Z; Van Hui, Y; Lee, AH
2003-12-01
发表期刊BIOMETRICS
ISSN0006-341X
卷号59期号:4页码:1016-1026
摘要Minimum Hellinger distance estimation (MHDE) has been shown to discount anomalous data points in a smooth manner with first-order efficiency for a correctly specified model. An estimation approach is proposed for finite mixtures of Poisson regression models based on MHDE. Evidence from Monte Carlo simulations suggests that MHDE is a viable alternative to the maximum likelihood estimator when the mixture components are not well separated or the model parameters are near zero. Biometrical applications also illustrate the practical usefulness of the MHDE method.
关键词finite mixtures of Poisson regression models maximum likelihood estimation minimum Hellinger distance outliers robustness
语种英语
WOS研究方向Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics
WOS类目Biology ; Mathematical & Computational Biology ; Statistics & Probability
WOS记录号WOS:000187501100031
出版者BLACKWELL PUBLISHING LTD
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/18437
专题中国科学院数学与系统科学研究院
通讯作者Lee, AH
作者单位1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong, Peoples R China
3.Curtin Univ Technol, Dept Epidemiol & Biostat, Sch Publ Hlth, Perth, WA 6001, Australia
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GB/T 7714
Lu, Z,Van Hui, Y,Lee, AH. Minimum hellinger distance estimation for finite mixtures of Poisson regression models and its applications[J]. BIOMETRICS,2003,59(4):1016-1026.
APA Lu, Z,Van Hui, Y,&Lee, AH.(2003).Minimum hellinger distance estimation for finite mixtures of Poisson regression models and its applications.BIOMETRICS,59(4),1016-1026.
MLA Lu, Z,et al."Minimum hellinger distance estimation for finite mixtures of Poisson regression models and its applications".BIOMETRICS 59.4(2003):1016-1026.
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