Generalized Cramér - von Mises distance estimators

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F11%3A00188058" target="_blank" >RIV/68407700:21340/11:00188058 - 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
Generalized Cramér - von Mises distance estimators
Original language description
Generalized Cramér-von Mises distance estimators of parameters in arbitrary model are investigated. Two different generalization of Cramér-von Mises distance are defined. First by replacing the second power in the original formula by power p/q and secondis the so called Kolmogorov-Cramér estimate. Its character is controlled by parameters p, q and finite discrete parameter m which optionally depend on sample size n. Kolmogorov-Cramér estimate includes both Kolmogorov and Cramér-von Mises estimates as the limiting cases. For m < 2n chosen arbitrary but fixed is Kolmogorov-Cramér estimate proven to be n-1/2 consistent in L1-norm and in the expected L1-norm. For m dependent on sample size n (m = f(n)), the order n-1/2 is not achieved, the order depends on function f(n). Further, computer simulation was produce to study robustness for non-contaminated and contaminated sample of above mentioned estimates. Computer simulation compares behavior of Kolmogorov, Cramér-von Mises, ge
Czech name
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Czech description
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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
8
Pages from-to
69-76
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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