Statistical Properties of Generalized Cramer-von Mises Type Estimate

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00175917" target="_blank" >RIV/68407700:21340/10:00175917 - 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

Statistical Properties of Generalized Cramer-von Mises Type Estimate

Original language description

This paper focuses on estimating via minimum distance method. Two new types of minimum distance estimates are defined, namely with generalized Cramer-von Mises distance and with newly defined Kolmogorov-Cramer distance. Kolmogorov-Cramer estimates are proven to be consistent of the order n-1/2 in L1-norm if the distribution is non-contaminated. Numerical simulation is produced for variously contaminated distributions, and resulting graphs are presented and discussed. The similar simulation comparative study was carried out for the generalized Cramer-von Mises estimate.

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

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2010

Confidentiality

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

Name of the periodical

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Volume of the periodical

7

Issue of the periodical within the volume

5

Country of publishing house

SK - SLOVAKIA

Number of pages

6

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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