The Consistency and Robustness of Modified Cramer-Von Mises and Kolmogorov-Cramer Estimators

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F13%3A00207291" target="_blank" >RIV/68407700:21240/13:00207291 - isvavai.cz</a>

Alternative codes found

RIV/68407700:21340/13:00207291

Result on the web

<a href="http://www.tandfonline.com/doi/full/10.1080/03610926.2013.802806#.UoSOq_lLMUs" target="_blank" >http://www.tandfonline.com/doi/full/10.1080/03610926.2013.802806#.UoSOq_lLMUs</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1080/03610926.2013.802806" target="_blank" >10.1080/03610926.2013.802806</a>

Result language

angličtina

Original language name

The Consistency and Robustness of Modified Cramer-Von Mises and Kolmogorov-Cramer Estimators

Original language description

This article focuses on the minimum distance estimators under two newly introduced modifications of Cramér - von Mises distance. The generalized power form of Cramér - von Mises distance is defined together with the so-called Kolmogorov - Cramér distance which includes both standard Kolmogorov and Cramér - von Mises distances as limiting special cases. We prove the consistency of Kolmogorov-Cramér estimators in the (expected) L1 - norm by direct technique employing domination relations between statistical distances. In our numerical simulation we illustrate the quality of consistency property for sample sizes of the most practical range from n = 10 to n = 500. We study dependence of consistency in L1 - norm on contamination neighborhood of the true model and further the robustness of these two newly defined estimators for normal families and contaminated samples. Numerical simulations are used to compare statistical properties of the minimum Kolmogorov - Cramér, generalized Cramér -von Mises, standard Kolmogorov, and Cramér -von Mises distance estimators of the normal family scale parameter. We deal with the corresponding order of consistency and robustness. The resulting graphs are presented and discussed for the cases of the ontaminated and uncontaminated pseudo-random samples.

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/LG12020" target="_blank" >LG12020: Advanced statistical analysis and non-statistical separation techniques for physical processing detection in data sets sampled by means of elementary particle accelerators.</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2013

Confidentiality

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

Name of the periodical

Communication in Statistics-Theory and Method

ISSN

0361-0926

e-ISSN

—

Volume of the periodical

42

Issue of the periodical within the volume

20

Country of publishing house

US - UNITED STATES

Number of pages

13

Pages from-to

3665-3677

UT code for WoS article

000324460300004

EID of the result in the Scopus database

2-s2.0-84884472177