Modified Power Divergence Estimators and Their Performances in Normal Models

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F10%3A00176191" target="_blank" >RIV/68407700:21340/10:00176191 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Modified Power Divergence Estimators and Their Performances in Normal Models

Popis výsledku v původním jazyce

As was already mentioned in many publications, the well known information-theoretic measures of divergence of probability measures cannot be directly applied in statistical estimation, since the divergence between the theoretical absolutely continuous probability measure and the discrete empirical probability measure is always equal to its upper bound and often takes on infinite values. In 2008 - 2009 Broniatowski & Vajda studied and extended two different modifications of divergences proposed independently in 2006. They altered the traditional phi-divergences into subdivergences and superdivergences and defined maximum subdivergence estimators with escort parameter theta and minimum superdivergence estimators. We shall present the key results of extensive simulation study of these types of point 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.

Název v anglickém jazyce

Modified Power Divergence Estimators and Their Performances in Normal Models

Popis výsledku anglicky

As was already mentioned in many publications, the well known information-theoretic measures of divergence of probability measures cannot be directly applied in statistical estimation, since the divergence between the theoretical absolutely continuous probability measure and the discrete empirical probability measure is always equal to its upper bound and often takes on infinite values. In 2008 - 2009 Broniatowski & Vajda studied and extended two different modifications of divergences proposed independently in 2006. They altered the traditional phi-divergences into subdivergences and superdivergences and defined maximum subdivergence estimators with escort parameter theta and minimum superdivergence estimators. We shall present the key results of extensive simulation study of these types of point 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.

Druh

D - Stať ve sborníku

CEP obor

BA - Obecná matematika

OECD FORD obor

—

Projekt

—

Návaznosti

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 statě ve sborníku

FernStat_CZ 2010 Sborník příspěvků

ISBN

978-80-7414-284-0

ISSN

—

e-ISSN

—

Počet stran výsledku

6

Strana od-do

—

Název nakladatele

Univerzita J. E. Purkyně

Místo vydání

Ústí nad Labem

Místo konání akce

Ústí nad Labem

Datum konání akce

23. 9. 2010

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

—