PERFORMANCES OF MODIFIED POWER DIVERGENCE ESTIMATORS IN THE NORMAL MODELS : SIMULATION AND COMPARATIVE STUDY
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F12%3A00199565" target="_blank" >RIV/68407700:21340/12:00199565 - 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
PERFORMANCES OF MODIFIED POWER DIVERGENCE ESTIMATORS IN THE NORMAL MODELS : SIMULATION AND COMPARATIVE STUDY
Original language description
The main interest of our research was to examine these modifications in practical use as to the consistency, robustness and efficiency of the estimators. We focus on the well known family of power divergences parametrized by ff alpha in R in the normal distribution model. First we study the robustness by theoretical means deriving the influence functions and asymptotic variances, then we present the results of extensive computer simulation study for several randomly selected contaminated and uncontaminated data sets, and we study the behavior of estimators for different sample sizes and different -divergence parameters. According to our results, the superdivergence estimators are not very interesting for detailed scrutiny and we focus on the subdivergence estimators which show a considerable robustness. Finally we compare these estimators with other, mostly robust to some extent, estimators such as median, median absolute deviation, minimum Kolmogorov distance estimators, minimum power
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
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
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů