Performances of Modified Power Divergence Estimators in Normal Models

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00176097" target="_blank" >RIV/68407700:21340/10:00176097 - isvavai.cz</a>
Výsledek na webu
—
DOI - Digital Object Identifier
—

Jazyk výsledku
angličtina
Název v původním jazyce
Performances of Modified Power Divergence Estimators in Normal Models
Popis výsledku v původním jazyce
Point estimators based on minimization of information-theoretic divergences between empirical and hypothetical distribution induce a problem when working with continuous families which are measure-theoretically orthogonal with the family of empirical distributions. In this case the phi-divergence is always equal to its upper bound and the minimum phi-divergence estimates are trivial. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide a solution to theabove mentioned problem. We examine these modifications in practical use.
Název v anglickém jazyce
Performances of Modified Power Divergence Estimators in Normal Models
Popis výsledku anglicky
Point estimators based on minimization of information-theoretic divergences between empirical and hypothetical distribution induce a problem when working with continuous families which are measure-theoretically orthogonal with the family of empirical distributions. In this case the phi-divergence is always equal to its upper bound and the minimum phi-divergence estimates are trivial. Broniatowski and Vajda in [2] proposed several modifications of the minimum divergence rule to provide a solution to theabove mentioned problem. We examine these modifications in practical use.

Rok uplatnění
2010
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Podobné výsledky(10)