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Performances of Modified Power Divergence Estimators in Normal Models of Location

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00176177" target="_blank" >RIV/68407700:21340/10:00176177 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Performances of Modified Power Divergence Estimators in Normal Models of Location

  • Original language description

    Point estimators based on minimization of information-theoretic divergences between empirical and hypothetical distribution induce a problem when working with continuous families which are measure-theoretically orthogonal with the family of empirical distributions. In this case the phi-divergence is always equal to its upper bound and the minimum phi-divergence estimates are trivial. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide a solution to theabove mentioned problem. We examine these modifications in practical use.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    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

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

  • 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