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) $L^1$-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 $\mathbf A^{-1}\boldsymbol\Sigma \mathbf A^{\intercal}$ (and a finite-population correction under without-replacement designs); and (iv) robustness via the influence function and $\alpha$-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.
翻译:复杂抽样样本中的异常值和由不等入样概率与校准引起的高杠杆观测值可能破坏统计推断的可靠性。本文针对复杂抽样设计下的参数超总体模型,开发了一种最小Hellinger距离估计量(MHDE),涵盖泊松PPS抽样、不放回固定容量的SRS/PPS抽样,以及可能带有随机事后分层或校准权重的情形。通过采用Horvitz-Thompson调整的核密度估计量作为插入式估计量,我们证明:(i)核密度估计量具有$L^1$相合性,其大偏差尾部界限由方差自适应的有效样本量驱动;(ii)Hellinger亲和度的一致指数界,该界在温和可识别条件下保证了MHDE的相合性;(iii)MHDE的渐近正态分布,其协方差矩阵为$\mathbf A^{-1}\boldsymbol\Sigma \mathbf A^{\intercal}$(对于不放回设计包含有限总体校正项);(iv)通过影响函数和Hellinger拓扑下的$\alpha$-影响曲线所体现的稳健性。在Gamma和对数正态超总体模型下的模拟实验,量化了MHDE相对于加权极大似然估计量在独立污染和高杠杆污染下的效率-稳健性权衡。对NHANES 2021-2023年度总水消耗量的应用分析表明,尽管存在导致MLE显著偏倚的极端响应值,MHDE仍保持稳定。该估计量可通过在固定网格上进行数值积分简单实现,并可扩展至其他散度族。