On efficiency of estimation and testing with data quantized to fixed number of cells.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030013" target="_blank" >RIV/67985556:_____/03:16030013 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On efficiency of estimation and testing with data quantized to fixed number of cells.

Original language description

In continuous parametrized models with i.i.d. observations we consider finite quantizations. We study asymptotic properties of the estimators minimizing disparity between the observed and expected frequencies in the quantization cells, and asymptotic properties of the goodnes of fit tests rejecting the hypotheses when the disparity is large. We show that the inefficiency of the estimators and tests can be measured by the decrease of the Fisher information due to quantization.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/IAA1075101" target="_blank" >IAA1075101: General asymptotic theory of M-estimators</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

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

Name of the periodical

Metrika

ISSN

0026-1335

e-ISSN

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Volume of the periodical

57

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

27

Pages from-to

1-27

UT code for WoS article

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EID of the result in the Scopus database

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