Power subdivergence estimators in the normal model - PC simulation

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00176061" target="_blank" >RIV/68407700:21340/10:00176061 - 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

Power subdivergence estimators in the normal model - PC simulation

Popis výsledku v původním jazyce

We present the results of extensive simulation study of minimum divergence based estimators. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide alternative maximum subdivergence estimators with escort parameter theta and minimum superdivergence estimators. 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 alpha in R in the normal distribution model. We run a comparative computer simulation for several randomly selected contaminated and uncontaminated data sets and for different sample sizes and different phi-divergence parameters. We shall focus on the subdivergence estimators and their performances.

Název v anglickém jazyce

Power subdivergence estimators in the normal model - PC simulation

Popis výsledku anglicky

We present the results of extensive simulation study of minimum divergence based estimators. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide alternative maximum subdivergence estimators with escort parameter theta and minimum superdivergence estimators. 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 alpha in R in the normal distribution model. We run a comparative computer simulation for several randomly selected contaminated and uncontaminated data sets and for different sample sizes and different phi-divergence parameters. We shall focus on the subdivergence estimators and their performances.

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

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2010

Kód důvěrnosti údajů

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

Název periodika

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Svazek periodika

7

Číslo periodika v rámci svazku

5

Stát vydavatele periodika

SK - Slovenská republika

Počet stran výsledku

7

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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