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Minimum Hellinger Distance Estimators for Complex Survey Designs

Statistics Theory 2026-03-18 v2 Information Theory math.IT Probability Statistics Theory

Abstract

Reliable inference from complex survey samples can be derailed by outliers and high-leverage observations induced by unequal inclusion probabilities and calibration. We develop a minimum Hellinger distance estimator (MHDE) for parametric superpopulation models under complex designs, including Poisson PPS and fixed-size SRS/PPS without replacement, with possibly stochastic post-stratified or calibrated weights. Using a Horvitz-Thompson-adjusted kernel density plug-in, we show: (i) L1L^1-consistency of the KDE with explicit large-deviation tail bounds driven by a variance-adaptive effective sample size; (ii) uniform exponential bounds for the Hellinger affinity that yield MHDE consistency under mild identifiability; (iii) an asymptotic Normal distribution for the MHDE with covariance A1ΣA\mathbf A^{-1}\boldsymbol\Sigma \mathbf A^{\intercal} (and a finite-population correction under without-replacement designs); and (iv) robustness via the influence function and α\alpha-influence curves in the Hellinger topology. Simulations under Gamma and lognormal superpopulation models quantify efficiency-robustness trade-offs relative to weighted MLE under independent and high-leverage contamination. An application to NHANES 2021-2023 total water consumption shows that the MHDE remains stable despite extreme responses that markedly bias the MLE. The estimator is simple to implement via quadrature over a fixed grid and is extensible to other divergence families.

Keywords

Cite

@article{arxiv.2510.14055,
  title  = {Minimum Hellinger Distance Estimators for Complex Survey Designs},
  author = {David Kepplinger and Anand N. Vidyashankar},
  journal= {arXiv preprint arXiv:2510.14055},
  year   = {2026}
}

Comments

36 pages

R2 v1 2026-07-01T06:39:57.216Z