All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Finite-sample behavior of robust estimators

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10099389" target="_blank" >RIV/00216208:11320/11:10099389 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Finite-sample behavior of robust estimators

  • Original language description

    The asymptotic (normal) distribution of an estimator approximates well the central part, but not the tails of its true distribution. Robust estimators, advertised as resistant to heavy-tailed distributions, can be themselves heavy-tailed. Though asymptotically admissible, many are not finite-sample admissible for any distribution. Hence, before taking a recourse to the asymptotics, we should first analyze finite-sample properties of an estimator, whenever possible. We illustrate some of the most distinctive differences between the asymptotic and finite-sample properties of robust estimators.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2011

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    WSEAS Transactions on Circuits and Systems

  • ISBN

    978-960-474-282-0

  • ISSN

    1109-2734

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    15-20

  • Publisher name

    WSEAS PRESS

  • Place of publication

    Venice, Italy

  • Event location

    Benátky

  • Event date

    Mar 8, 2011

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article