Power subdivergence estimators in the normal model - PC simulation

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00176061" target="_blank" >RIV/68407700:21340/10:00176061 - 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

Power subdivergence estimators in the normal model - PC simulation

Original language description

We present the results of extensive simulation study of minimum divergence based estimators. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide alternative maximum subdivergence estimators with escort parameter theta and minimum superdivergence estimators. The main interest of our research was to examine these modifications in practical use as to the consistency, robustness and efficiency of the estimators. We focus on the well known family of power divergences parametrized by alpha in R in the normal distribution model. We run a comparative computer simulation for several randomly selected contaminated and uncontaminated data sets and for different sample sizes and different phi-divergence parameters. We shall focus on the subdivergence estimators and their performances.

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

7

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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