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Description
| - The paper focuses on the minimum distance density estimates of a probability density function on the real line. We introduce new generalization of Cramér-von Mises distance estimate and so called Kolmogorov-Cramér minimum distance estimate (KC) which includes both Kolmogorov and Cramér-von Mises estimates as the limiting special cases. We prove the consistency of KC estimates in the L1-norm by direct technique employing uniform and local domination relations between statistical distances. Further, we study robustness of this two newly defined estimates and their efficiency for non-contaminated and contaminated samples. Computer simulations compare properties of the minimum Kolmogorov, Cramér-von Mises, Kolmogorov-Cramér, and generalized Cramér-von Mises distance estimates as for the quality of consistency and robustness.
- The paper focuses on the minimum distance density estimates of a probability density function on the real line. We introduce new generalization of Cramér-von Mises distance estimate and so called Kolmogorov-Cramér minimum distance estimate (KC) which includes both Kolmogorov and Cramér-von Mises estimates as the limiting special cases. We prove the consistency of KC estimates in the L1-norm by direct technique employing uniform and local domination relations between statistical distances. Further, we study robustness of this two newly defined estimates and their efficiency for non-contaminated and contaminated samples. Computer simulations compare properties of the minimum Kolmogorov, Cramér-von Mises, Kolmogorov-Cramér, and generalized Cramér-von Mises distance estimates as for the quality of consistency and robustness. (en)
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Title
| - Consistency and robustness of Cramér-von Mises type estimators
- Consistency and robustness of Cramér-von Mises type estimators (en)
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skos:prefLabel
| - Consistency and robustness of Cramér-von Mises type estimators
- Consistency and robustness of Cramér-von Mises type estimators (en)
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skos:notation
| - RIV/68407700:21340/11:00184131!RIV12-MSM-21340___
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/68407700:21340/11:00184131
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - Minimum distance estimate; Cramér-von Mises distance; consistency; robustness (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...v/mistoKonaniAkce
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http://linked.open...i/riv/mistoVydani
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http://linked.open...i/riv/nazevZdroje
| - Proceedings of the 17th European Young Statisticians Meeting
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
| - Hanousková, Jitka
- Kůs, Václav
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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http://linked.open...n/vavai/riv/zamer
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number of pages
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http://purl.org/ne...btex#hasPublisher
| - Univesidade Nova de Lisboa - Faculdade de ciencias e technologia
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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