On Supra-Bayesian weighted combination of available data determined by Kerridge inaccuracy ane entropy

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F13%3A00393989" target="_blank" >RIV/67985556:_____/13:00393989 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

On Supra-Bayesian weighted combination of available data determined by Kerridge inaccuracy ane entropy

Original language description

Every process in our environment can be described with a statistical model containing inner properties expressed by parameters. These are usually unknown and the determination of their values is of interest in the statistical branch called parameter estimation. This branch involves many methods solving different estimation cases, e.g. the estimation of location and scale parameters. To obtain the parameter estimate we exploit the data given by data sources. In particular, the estimate is their combination. Improvement of the parameter estimates involve the assignment of the weights to the data sources resulting in a weighted combination of data. In this paper we focus on the derivation of the weights arisen within the Supra-Bayesian approach and on thesimulation study of their behaviour and the behaviour of the final estimate.

Czech name

—

Czech description

—

Type

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

CEP classification

BD - Information theory

OECD FORD branch

—

Project

<a href="/en/project/GA13-13502S" target="_blank" >GA13-13502S: Fully Probabilistic Design of Dynamic Decision Strategies for Imperfect Participants in Market Scenarios</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2013

Confidentiality

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

Name of the periodical

Pliska Studia Mathematica Bulgarica

ISSN

0204-9805

e-ISSN

—

Volume of the periodical

22

Issue of the periodical within the volume

1

Country of publishing house

BG - BULGARIA

Number of pages

10

Pages from-to

159-168

UT code for WoS article

—

EID of the result in the Scopus database

—