KMS Of Academy of mathematics and systems sciences, CAS
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 |
ISSN | 0006-341X |
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 |
推荐引用方式 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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