MODIFIED POWER DIVERGENCE ESTIMATORS IN NORMAL MODEL- SIMULATION AND COMPARATIVE STUDY

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F12%3A00197008" target="_blank" >RIV/68407700:21340/12:00197008 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

MODIFIED POWER DIVERGENCE ESTIMATORS IN NORMAL MODEL- SIMULATION AND COMPARATIVE STUDY

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 cite{IV09} proposed several modifications of the minimum divergence rule to provide a solution to the above mentioned problem. We examine these new estimation methods with respect to consistency, robustness and efficiency through an extended simulation study. We focus on the well-known family of power divergences parametrized by alpha in the Gaussian model, and we perform a comparative computer simulation for several randomly selected contaminated and uncontaminated data sets, different sample sizes and different phi-divergence parameters.

Czech name

—

Czech description

—

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

—

Project

<a href="/en/project/LG12020" target="_blank" >LG12020: Advanced statistical analysis and non-statistical separation techniques for physical processing detection in data sets sampled by means of elementary particle accelerators.</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

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

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

—

Volume of the periodical

48

Issue of the periodical within the volume

4

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

14

Pages from-to

795-808

UT code for WoS article

000310190200009

EID of the result in the Scopus database

—