Autor: Zontek, Stefan - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: On geometry of the set of admissible quadratic estimators of quadratic functions of normal parameters
Autorzy:: Neumann, Konrad
Zontek, Stefan
Powiązania:: https://bibliotekanauki.pl/articles/729676.pdf
Data publikacji:: 2006
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: linear estimator
quadratic estimator
Bayesian quadratic estimator
quadratic loss function
admissibility
quadratic subspace
Opis:: We consider the problem of admissible quadratic estimation of a linear function of μ² and σ² in n dimensional normal model N(Kμ,σ²Iₙ) under quadratic risk function. After reducing this problem to admissible estimation of a linear function of two quadratic forms, the set of admissible estimators are characterized by giving formulae on the boundary of the set D ⊂ R² of components of the two quadratic forms constituting the set of admissible estimators. Different shapes and topological properties of the set D are studied.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2006, 26, 2; 109-125
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Robust m-estimator of parameters in variance components model
Autorzy:: Zmyślony, Roman
Zontek, Stefan
Powiązania:: https://bibliotekanauki.pl/articles/729842.pdf
Data publikacji:: 2002
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: Robust estimator
maximum likelihood estimator
statistical functional
Fisher consistency
Fréchet differentiability
Opis:: It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2002, 22, 1-2; 61-71
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Robust estimation in the multivariate normal model
Autorzy:: Kulawik, Agnieszka
Zontek, Stefan
Powiązania:: https://bibliotekanauki.pl/articles/729726.pdf
Data publikacji:: 2016
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: asymptotic normality
Fisher consistency
Fréchet differentiability
multivariate normal model
statistical functional
Opis:: Robust estimation presented in the following paper is based on Fisher consistent and Fréchet differentiable statistical functionals. The method has been used in the multivariate normal model with variance components [5]. To transfer the method to estimate vector of expectations and positive definite covariance matrix of the multivariate normal model it is required to express the covariance matrix as a linear combination of basic elements of the vector space of real, square and symmetric matrices. The theoretical results have been completed with computer simulation studies. The robust estimator has been investigated both for model and contaminated data. Comparison with the maximum likelihood estimator has also been included.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2016, 36, 1-2; 53-66
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: On optimality of the orthogonal block design
Autorzy:: Synówka-Bejenka, Ewa
Zontek, Stefan
Powiązania:: https://bibliotekanauki.pl/articles/729896.pdf
Data publikacji:: 2012
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: Experimental design
orthogonal block design
robust estimator
maximum likelihood estimator
A-optimality
D-optimality
Opis:: In the paper a usual block design with treatment effects fixed and block effects random is considered. To compare experimental design the asymptotic covariance matrix of a robust estimator proposed by Bednarski and Zontek (1996) for simultaneous estimation of shift and scale parameters is used. Asymptotically A- and D- optimal block designs in the class of designs with bounded block sizes are characterized.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 59-68
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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