Identification in Parametric Models: The Minimum Hellinger Distance Criterion
This note studies the criterion for identifiability in parametric models based on the minimization of the Hellinger distance and exhibits its relationship to the identifiability criterion based on the Fisher matrix. It shows that the Hellinger distance criterion serves to establish identifiability o...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-02-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/10/1/10 |