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  • We are interested in consistency of these estimates and their robustness, as well as its impact to the physical data processing coming from an accelerated physics. We introduce a wide class of modifications of the Kolmogorov-Cramér distance by implementing data-based weight functions, random selecting of differences to be summed up, and using various coefficient modifications. All these new estimates are defined to preserve consistency and simultaneously to have better robust properties than the Kolmogorov estimate.We perform an extensive simulation study to compare robustness of newly introduced estimates with the original Kolmogorov and Cramér-von Mises estimates.
  • We are interested in consistency of these estimates and their robustness, as well as its impact to the physical data processing coming from an accelerated physics. We introduce a wide class of modifications of the Kolmogorov-Cramér distance by implementing data-based weight functions, random selecting of differences to be summed up, and using various coefficient modifications. All these new estimates are defined to preserve consistency and simultaneously to have better robust properties than the Kolmogorov estimate.We perform an extensive simulation study to compare robustness of newly introduced estimates with the original Kolmogorov and Cramér-von Mises estimates. (en)
Title
  • Simulation study for robustness and consistency of minimum distance density estimates under physical data framework
  • Simulation study for robustness and consistency of minimum distance density estimates under physical data framework (en)
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  • Simulation study for robustness and consistency of minimum distance density estimates under physical data framework
  • Simulation study for robustness and consistency of minimum distance density estimates under physical data framework (en)
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  • RIV/68407700:21240/12:00197408!RIV13-MSM-21240___
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  • P(LG12020), S, Z(MSM6840770039)
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  • 168073
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  • RIV/68407700:21240/12:00197408
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  • Minimum distance estimator; consistency; robustness; Cramér-von Mises distance (en)
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http://linked.open...ontrolniKodProRIV
  • [3884411A51FB]
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  • Kůs, Václav
  • Hrabáková, Jitka
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  • 21240
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