Empirical comparison of robustness and efficiency for divergence estimators

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00175973" target="_blank" >RIV/68407700:21340/10:00175973 - 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

Empirical comparison of robustness and efficiency for divergence estimators

Original language description

We introduce minimum Rényi pseudodistance estimators employing adjusting parameter alpha. We study and compare some general properties of these estimators for different alpha such as influence curves, robustness and empirical efficiency. We mainly focuson the normal location and scale parameter estimation. In the second part we numerically compare robust properties of minimum Rényi pseudodistance estimators for different parameters with minimum Hellinger distance estimators and some other estimators. This comparisons are performed within the normal family under different level of contaminations.

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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