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Description
  • In this contribution we explain the recently introduced notion of the distribution-dependent scalar-valued score function of distribution. Function and its moments are used for description of continuous distributions and data samples generated from them. Each distribution including the heavy-tailed ones and random samples from them are described by a typical value and variability. Further, we discuss the generalized (score) moment estimates and a distribution-dependent score correlation coefficient for continuous random variables, and present results of simulation experiments with data generated from heavy-tailed distributions. Since score functions of distribution of heavy-tailed distributions are bounded, the point estimates as well as the sample score correlation coefficients are insensitive to outliers.
  • In this contribution we explain the recently introduced notion of the distribution-dependent scalar-valued score function of distribution. Function and its moments are used for description of continuous distributions and data samples generated from them. Each distribution including the heavy-tailed ones and random samples from them are described by a typical value and variability. Further, we discuss the generalized (score) moment estimates and a distribution-dependent score correlation coefficient for continuous random variables, and present results of simulation experiments with data generated from heavy-tailed distributions. Since score functions of distribution of heavy-tailed distributions are bounded, the point estimates as well as the sample score correlation coefficients are insensitive to outliers. (en)
Title
  • Score Function of Distribution and Heavy-Tails
  • Score Function of Distribution and Heavy-Tails (en)
skos:prefLabel
  • Score Function of Distribution and Heavy-Tails
  • Score Function of Distribution and Heavy-Tails (en)
skos:notation
  • RIV/67985807:_____/14:00431044!RIV15-AV0-67985807
http://linked.open...avai/riv/aktivita
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  • I, P(LG12020)
http://linked.open...vai/riv/dodaniDat
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  • 43929
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  • RIV/67985807:_____/14:00431044
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  • score function; point estimation; correlation; heavy-tailed distributions (en)
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http://linked.open...ontrolniKodProRIV
  • [3AFD74CB0DA9]
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  • Geneva
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  • Geneva
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  • Proceedings of COMPSTAT 2014
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  • Fabián, Zdeněk
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Centre International de Conferences
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  • 978-2-8399-1347-8
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