Simulation study for consistency and robustness of Cramér-von Mises type estimator

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F13%3A00207306" target="_blank" >RIV/68407700:21240/13:00207306 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Simulation study for consistency and robustness of Cramér-von Mises type estimator
Original language description
The contribution 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. 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 neighbourhood of the true model and further the robustness of these two newly defined estimators for normal families and contaminated samples.The resulting graphs are presented and discussed for the cases of the contaminated and uncontaminated pseudo-random samples.
Czech name
—
Czech description
—

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>S - Specificky vyzkum na vysokych skolach

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)