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Implementation of development and research of scoring function
The result of the contractual relationship was support for the implementation of scoring functions.
Statistics and probability
- 2020 •
- Vsouhrn
Rok uplatnění
Vsouhrn - Souhrnná výzkumná zpráva
Stochastic Convergences in Divergences
score functions and minimum score estimators. We show that the stochastic convergence for estimators, i.e. the consistency of an estimators in score functions which a score function is p...
BA - Obecná matematika
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Mean, mode or median? The score mean
A continuous random variable can be uniquely represented by the score function, and the “universal” one, which is a basis for the score function of distribution. The score mean, the zero of the score
Statistics and probability
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Robustness of Score Functions
This article studies the properties of a superclass of phi-divergences called the Score functions. A new class of score functions is defined in order to find new robust statistical estimators. The robustness of the...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Score function of distribution and association of random variables
Score function of distribution is a unique function reflecting behavior of continuous distributions. The score correlation coefficient of two random variables is the Pearson's coefficient of score func...
BA - Obecná matematika
- 2013 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Score Function of Distribution and Heavy-Tails
of the distribution-dependent scalar-valued score function of distribution. Function and its with data generated from heavy-tailed distributions. Since score functions the generalized (score) mom...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
Robustness of Dynamic Score-Driven Models Utilizing the Generalized Gamma Distribution
Main topics of the document: generalized autoregressive score model; generalized gamma distribution; link function; parametrization; scaling function......
Statistics and probability
- 2020 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Unifying approach to score based statistical inference in physical sciences
In this contribution the statistical inference based on score functions estimators in various score functions leads to the well-known consistency in commonly. Conditions under which a specific score fu...
Statistics and probability
- 2019 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
Impact of the Parametrization and the Scaling Function in Dynamic Score-Driven Models: The Case of the Negative Binomial Distribution
Main topics of the document: generalized autoregressive score model; parametrization; scaling function; model misspecification; negative binomial distribution......
Statistics and probability
- 2020 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Minimum score statistical estimation and its robustness
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 ...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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