Minimum score statistical estimation and its robustness

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F15%3A00236273" target="_blank" >RIV/68407700:21340/15:00236273 - 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

Minimum score statistical estimation and its robustness

Original language description

We introduce a class of statistical distances called score functions. Simulation results comparing robustness of minimum distance score estimators with other types of wellknown minimum distance estimators are presented. We show that modified score kernelof the Kolmogorov distance exhibits better robustness for high-valued outliers and we propose further modifications.

Czech name

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Czech description

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Type

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

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/LG15047" target="_blank" >LG15047: Collaboration on experiments in Fermi National Accelerator Laboratory, USA</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

2015

Confidentiality

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

Name of the periodical

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Volume of the periodical

XI

Issue of the periodical within the volume

6

Country of publishing house

SK - SLOVAKIA

Number of pages

8

Pages from-to

46-53

UT code for WoS article

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EID of the result in the Scopus database

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