- Tytuł:
- Asymptotically stable estimators of location and scale parameters II. Estimation of scale parameter
- Autorzy:
- Rychlik, Tomasz
- Powiązania:
- https://bibliotekanauki.pl/articles/747721.pdf
- Data publikacji:
- 1987
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Tematy:
-
Robustness and adaptive procedures
Point estimation - Opis:
-
.
Asymptotic robustness of estimators of scale parameter with respect to scale invariant bias oscillation function is studied for two types of disturbances. In the case of £-contamination, the most robust sequence of equivariant estimators for model distribution with a positive support and the most robust sequence of equivariant symmetric estimators for symmetric model distribution are constructed. In the case of Kolmogorov-Levy neighbourhoods, the solution is derived without any assumptions about the model distribution. As examples, the most bias-robust estimators for uniform, Pareto, Weibull, Laplace, normal, Cauchy and double-exponential distributions are presented. - Źródło:
-
Mathematica Applicanda; 1987, 16, 30
1730-2668
2299-4009 - Pojawia się w:
- Mathematica Applicanda
- Dostawca treści:
- Biblioteka Nauki
Artykuł