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rdf:type
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Description
| - The asymptotic (normal) distribution of an estimator approximates well the central part, but not the tails of its true distribution. Robust estimators, advertised as resistant to heavy-tailed distributions, can be themselves heavy-tailed. Though asymptotically admissible, many are not finite-sample admissible for any distribution. Hence, before taking a recourse to the asymptotics, we should first analyze finite-sample properties of an estimator, whenever possible. We illustrate some of the most distinctive differences between the asymptotic and finite-sample properties of robust estimators.
- The asymptotic (normal) distribution of an estimator approximates well the central part, but not the tails of its true distribution. Robust estimators, advertised as resistant to heavy-tailed distributions, can be themselves heavy-tailed. Though asymptotically admissible, many are not finite-sample admissible for any distribution. Hence, before taking a recourse to the asymptotics, we should first analyze finite-sample properties of an estimator, whenever possible. We illustrate some of the most distinctive differences between the asymptotic and finite-sample properties of robust estimators. (en)
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Title
| - Finite-sample behavior of robust estimators
- Finite-sample behavior of robust estimators (en)
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skos:prefLabel
| - Finite-sample behavior of robust estimators
- Finite-sample behavior of robust estimators (en)
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skos:notation
| - RIV/00216208:11320/11:10099389!RIV12-GA0-11320___
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http://linked.open...avai/predkladatel
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(GA201/09/0133), P(LC06024)
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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/00216208:11320/11:10099389
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - estimators; robust; behavior; Finite-sample (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
| - WSEAS Transactions on Circuits and Systems
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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...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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issn
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number of pages
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http://purl.org/ne...btex#hasPublisher
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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is http://linked.open...avai/riv/vysledek
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