Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86091655" target="_blank" >RIV/61989100:27510/14:86091655 - 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
Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation
Original language description
Most of the statistical estimation procedures are based on a quite simple principle: find the distribution that, within a certain class, is as similar as possible to the empirical distribution, obtained from the sample observations. This leads to the minimization of some statistical functionals, usually interpreted ad measures of distance or divergence between distributions. In this paper we study the majorization pre-order of the distance between distributions. This concept, known in literature as relative majorization, is extended to the weak definition of majorization, which is more relevant in many practical contexts such as estimation problem. Providing mathematical proofs, we study under which conditions statistical functionals are consistent with respect to the relative weak majorization (from above) pre-order.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
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
Name of the periodical
WSEAS Transactions on Mathematics
ISSN
1109-2769
e-ISSN
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Volume of the periodical
13
Issue of the periodical within the volume
65
Country of publishing house
US - UNITED STATES
Number of pages
10
Pages from-to
666-675
UT code for WoS article
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EID of the result in the Scopus database
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