Journal of the Korean Data and Information Science Society
- Volume 17 Issue 1
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- Pages.213-220
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- 2006
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- 1598-9402(pISSN)
Reducing Bias of the Minimum Hellinger Distance Estimator of a Location Parameter
- Pak, Ro-Jin (Department of Computer Sciences and Statistics, Dankook University)
- Published : 2006.02.28
Abstract
Since Beran (1977) developed the minimum Hellinger distance estimation, this method has been a popular topic in the field of robust estimation. In the process of defining a distance, a kernel density estimator has been widely used as a density estimator. In this article, however, we show that a combination of a kernel density estimator and an empirical density could result a smaller bias of the minimum Hellinger distance estimator than using just a kernel density estimator for a location parameter.