Minimum Distance Based Robust Identification of the Unknown Statistical Model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F11%3A00187903" target="_blank" >RIV/68407700:21340/11:00187903 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Minimum Distance Based Robust Identification of the Unknown Statistical Model
Original language description
This article presents a method for model identification of the generated data by choosing from six well known distributions. The identification is based on minimum distance estimators. In order to use minimum distance techniques several statistical distances are defined. The procedure of model identification is described. The simulation study is focused on identification of the normal and uniform distribution. Non-contaminated as well as contaminated data are generated and the results obtained by different statistical distances are compared.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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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
Data specific for result type
Article name in the collection
SPMS 2011 Stochastic and Physical Monitoring Systems - Proceedings
ISBN
978-80-01-04916-7
ISSN
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e-ISSN
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Number of pages
14
Pages from-to
55-68
Publisher name
ČVUT, Fakulta jaderná a fyzikálně inženýrská
Place of publication
Praha
Event location
Křižánky
Event date
Jun 27, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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