Original title: Modified power divergence estimators: Preformances in location models
Translated title: Odhady založené na modifikované mocninné divergenci: Chování v modelech polohy
Authors: Frýdlová, Iva
Document type: Research reports
Year: 2009
Language: eng
Series: Research Report, volume: 2258
Abstract: [eng] [cze]
Maximum subdivergence estimators and minimum superdivergence estimators are extensively studied using mainly simulation. Snesitivity of the subdivergence estimators to the so-called escort parameters was discovered. Práce přináší rozsáhlé simulační studie odhadů, které maximalizují mocninnou subdivergenci resp. minimalizují mocninnou superdivergenci. Byla zjištěna citlivost subdivergenčních odhadů na tzv. eskortní parametr.
Keywords: contamination; location; power subdivergence; power superdivergence; robustness
Project no.: CEZ:AV0Z10750506 (CEP), GA102/07/1131 (CEP)
Funding provider: GA ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2009/SI/frydlova-modified power divergence estimators preformances in location models.pdf
Original record: http://hdl.handle.net/11104/0176737

Permalink: http://www.nusl.cz/ntk/nusl-40596


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