Minimum hellinger distance estimation for finite mixtures of Poisson regression models and its applications
文献类型:期刊论文
作者 | Lu, Z; Van Hui, Y; Lee, AH |
刊名 | BIOMETRICS
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出版日期 | 2003-12-01 |
卷号 | 59期号:4页码:1016-1026 |
关键词 | finite mixtures of Poisson regression models maximum likelihood estimation minimum Hellinger distance outliers robustness |
ISSN号 | 0006-341X |
英文摘要 | 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. |
WOS研究方向 | Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000187501100031 |
出版者 | BLACKWELL PUBLISHING LTD |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18436] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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