Robustness of MDE under adaptive nonparametric density estimates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F13%3A00210460" target="_blank" >RIV/68407700:21340/13:00210460 - 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
Robustness of MDE under adaptive nonparametric density estimates
Original language description
Minimum distance estimators are considered with respect to relative efficiency and robustness. Nonparametric density estimates such as histogram and kernel density estimates are presented. Stochastically equivalent histogram density estimate is introduced and implemented. The influence of various modifications of these nonparametric density estimates on the robustness of MDE is shown. The robustness of Power divergence estimates under the histogram, stochastically equivalent histogram and kernel densityestimates is examined in a simulation study. Results are compared with Rényi estimates which, by definition, do not require density estimates in their evaluations.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
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>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
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 2013 Stochastic and Physical Monitoring Systems Proceedings
ISBN
978-80-01-05383-6
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
47-55
Publisher name
ČVUT
Place of publication
Praha
Event location
Nebřich
Event date
Jun 24, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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