Temat: Frechet - Katalog OPAC zbiorów

Skocz do pozycji: 1.

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: 2.

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

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