Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86091655" target="_blank" >RIV/61989100:27510/14:86091655 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation

Popis výsledku v původním jazyce

Most of the statistical estimation procedures are based on a quite simple principle: find the distribution that, within a certain class, is as similar as possible to the empirical distribution, obtained from the sample observations. This leads to the minimization of some statistical functionals, usually interpreted ad measures of distance or divergence between distributions. In this paper we study the majorization pre-order of the distance between distributions. This concept, known in literature as relative majorization, is extended to the weak definition of majorization, which is more relevant in many practical contexts such as estimation problem. Providing mathematical proofs, we study under which conditions statistical functionals are consistent with respect to the relative weak majorization (from above) pre-order.

Název v anglickém jazyce

Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation

Popis výsledku anglicky

Most of the statistical estimation procedures are based on a quite simple principle: find the distribution that, within a certain class, is as similar as possible to the empirical distribution, obtained from the sample observations. This leads to the minimization of some statistical functionals, usually interpreted ad measures of distance or divergence between distributions. In this paper we study the majorization pre-order of the distance between distributions. This concept, known in literature as relative majorization, is extended to the weak definition of majorization, which is more relevant in many practical contexts such as estimation problem. Providing mathematical proofs, we study under which conditions statistical functionals are consistent with respect to the relative weak majorization (from above) pre-order.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

<a href="/cs/project/EE2.3.30.0016" target="_blank" >EE2.3.30.0016: Příležitost pro mladé výzkumníky</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název periodika

WSEAS Transactions on Mathematics

ISSN

1109-2769

e-ISSN

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Svazek periodika

13

Číslo periodika v rámci svazku

65

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

10

Strana od-do

666-675

Kód UT WoS článku

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EID výsledku v databázi Scopus

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