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Consistency and robustness of Cramér-von Mises type estimators

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F11%3A00184493" target="_blank" >RIV/68407700:21340/11:00184493 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Consistency and robustness of Cramér-von Mises type estimators

  • Original language description

    The paper focuses on the minimum distance density estimates of a probability density function on the real line. We introduce new generalization of Cramér-von Mises distance estimate and so called Kolmogorov-Cramér minimum distance estimate (KC) which includes both Kolmogorov and Cramér-von Mises estimates as the limiting special cases. We prove the consistency of KC estimates in the L1-norm by direct technique employing uniform and local domination relations between statistical distances. Further, we study robustness of this two newly defined estimates and their efficiency for non-contaminated and contaminated samples. Computer simulations compare properties of the minimum Kolmogorov, Cramér-von Mises, Kolmogorov-Cramér, and generalized Cramér-von Mises distance estimates as for the quality of consistency and robustness.

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

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

Others

  • Publication year

    2011

  • Confidentiality

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