A Relative Dissimilarity Ordering in the Space of Distribution Functions with Statistical Applications
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86090958" target="_blank" >RIV/61989100:27510/14:86090958 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Relative Dissimilarity Ordering in the Space of Distribution Functions with Statistical Applications
Original language description
The majorization relation express the fact that a given vector y is ?more dissimilar? to a vector of constants than another vector x. An extended version of this relation can be applied to random variables X and Y with equal means and can be interpretedby saying that Y is ?more variable than? X. In this paper we show that the majorization ordering (in a sort of weighted version) may used to define a relative dissimilarity ordering between distributions: if a distribution FX is smaller than a distribution FY relative to this ordering, then FX is closer to a given reference distribution F than FY. Applications of this ordering are given to the problem of nonparametric density estimation.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.30.0016" target="_blank" >EE2.3.30.0016: Opportunities for young researchers</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]
ISBN
978-80-248-3631-7
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
33-37
Publisher name
VŠB-Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 8, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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