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Record W2898865804 · doi:10.4236/ojs.2018.85056

Asymptotic Normality Distribution of Simulated Minimum Hellinger Distance Estimators for Continuous Models

2018· article· en· W2898865804 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueOpen Journal of Statistics · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité LavalOntario Universities’ Application Centre
Fundersnot available
KeywordsEstimatorHellinger distanceMathematicsAsymptotic distributionApplied mathematicsParametric statisticsFisher informationDelta methodStatisticsQuantile

Abstract

fetched live from OpenAlex

Certain distributions do not have a closed-form density, but it is simple to draw samples from them. For such distributions, simulated minimum Hellinger distance (SMHD) estimation appears to be useful. Since the method is distance-based, it happens to be naturally robust. This paper is a follow-up to a previous paper where the SMHD estimators were only shown to be consistent; this paper establishes their asymptotic normality. For any parametric family of distributions for which all positive integer moments exist, asymptotic properties for the SMHD method indicate that the variance of the SMHD estimators attains the lower bound for simulation-based estimators, which is based on the inverse of the Fisher information matrix, adjusted by a constant that reflects the loss of efficiency due to simulations. All these features suggest that the SMHD method is applicable in many fields such as finance or actuarial science where we often encounter distributions without closed-form density.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.757
Threshold uncertainty score0.550

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.058
GPT teacher head0.287
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it