| bibtype |
J -
Journal Article
|
| ARLID |
0410806 |
| utime |
20240903170614.5 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Selecting regression model |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297177 |
| ISSN |
0208-4147 |
| title
|
Probability and Mathematical Statistics |
| volume_id |
21 |
| volume |
2 (2001) |
| page_num |
467-492 |
|
| keyword |
Weighted Hellinger distance |
| keyword |
diagnostic and choice of model |
| keyword |
diversity of robust estimates |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
120 |
| cas_special |
| project |
| project_id |
255/2000/A EK/FSV |
| agency |
GA UK |
| country |
CZ |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
A new tool for the identification of regression model is proposed and its properties are established. The key importance of the new tool is that it is able to solve still not very well-known problem of diversity of estimates. Main idea of the proposal is the application of weighted Hellinger distance on the estimates of the density of disturbances. The estimates of density are evaluated for an appropriate (e.g. geometrically determined)division of observations. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130893 |
| ID_orig |
UTIA-B 20020020 |
| arlyear |
2001 |
| mrcbU63 |
cav_un_epca*0297177 Probability and Mathematical Statistics 0208-4147 Roč. 21 č. 2 2001 467 492 |
|