Generalization of geometric median
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10190212" target="_blank" >RIV/00216208:11320/13:10190212 - isvavai.cz</a>
Result on the web
<a href="https://mme2013.vspj.cz/about-conference/conference-proceedings" target="_blank" >https://mme2013.vspj.cz/about-conference/conference-proceedings</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Generalization of geometric median
Original language description
In the paper are suggested new robust estimators of location and variance. It is proved that these estimators have a breakdown point one half. The used method comes from a geometric median. In the first step it is shown that we can employ one half of observations and the estimate stays robust in the sense of the breakdown point. In the second step we show that we can add even more observations which are in some sense close to the geometric median and still get robust results. The robustness is proved inboth steps for a multidimensional case. Since we can employ more observations and stay robust in the sense of the breakdown point, we enlarge the used information in comparison to other robust estimators like median and therefore get better results. Wecombine the advantage of the robust estimator and the classical mean. Our estimators are compared by simulation study with classical estimators like mean, median or alpha windsorised estimator. The comparison is done for different distrib
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
25-30
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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