Consistency and Robustness of Minimum Distance Estimates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00175817" target="_blank" >RIV/68407700:21340/10:00175817 - 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
Consistency and Robustness of Minimum Distance Estimates
Original language description
Minimum distance density estimates (MDE) are considered. Via numerical simulation, robustness and consistency of many types of MDE are examined. We consider Kolmogorov, Lévy, discrepancy, and Cramer-von Misses distances. For all but last distances we have proven consistency of the order n-1/2 in L1-norm if the sample is non-contaminated. Graphs for contaminated case are presented and discussed. Further, new type of MDE are introduced, namely, with generalized Cramer-von Mises (GCM) distance. Various types of GCM estimates are simulated and results are presented and discussed. As results of simulation show, the new defined estimates possess some robustness and consistency even for heavily contaminated distributions (35% contamination).
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
SPMS 2010 Stochastic and Physical Monitoring Systems
ISBN
978-80-01-04641-8
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
ČVUT
Place of publication
Praha
Event location
Děčín
Event date
Jun 27, 2010
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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