| bibtype |
J -
Journal Article
|
| ARLID |
0436865 |
| utime |
20240103205248.2 |
| mtime |
20141204235959.9 |
| WOS |
000304722200008 |
| DOI |
10.1016/j.jspi.2012.03.019 |
| title
(primary) (eng) |
Decomposable pseudodistances and applications in statistical estimation |
| specification |
| page_count |
28 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0257116 |
| ISSN |
0378-3758 |
| title
|
Journal of Statistical Planning and Inference |
| volume_id |
142 |
| volume |
9 (2012) |
| page_num |
2574-2585 |
| publisher |
|
|
| keyword |
Parametric model |
| keyword |
Pseudodistance |
| keyword |
Influence function |
| author
(primary) |
| ARLID |
cav_un_auth*0255501 |
| name1 |
Broniatowski |
| name2 |
M. |
| country |
FR |
|
| author
|
| ARLID |
cav_un_auth*0101218 |
| name1 |
Vajda |
| name2 |
Igor |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The aim of this paper is to introduce new statistical criteria for estimation, suitable for inference in models with common continuous support. This proposal is in the direct line of a renewed interest for divergence based inference tools imbedding the most classical ones, such as maximum likelihood, Chi-square or Kullback-Leibler. General pseudodistances with decomposable structure are considered, they allowing defining minimum pseudodistance estimators, without using nonparametric density estimators. A special class of pseudodistances indexed by alpha > 0, leading for alpha down arrow 0 to the Kullback-Leibler divergence, is presented in detail. Corresponding estimation criteria are developed and asymptotic properties are studied. The estimation method is then extended to regression models. Finally, some examples based on Monte Carlo simulations are discussed. |
| reportyear |
2015 |
| RIV |
BB |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0240501 |
| confidential |
S |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-f |
0.784 |
| mrcbT16-g |
0.084 |
| mrcbT16-h |
7.2 |
| mrcbT16-i |
0.01798 |
| mrcbT16-j |
0.617 |
| mrcbT16-k |
3205 |
| mrcbT16-l |
285 |
| mrcbT16-q |
39 |
| mrcbT16-s |
0.913 |
| mrcbT16-y |
19.93 |
| mrcbT16-x |
0.82 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
34.702 |
| mrcbT16-C |
38.034 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q2 |
| arlyear |
2012 |
| mrcbU34 |
000304722200008 WOS |
| mrcbU63 |
cav_un_epca*0257116 Journal of Statistical Planning and Inference 0378-3758 1873-1171 Roč. 142 č. 9 2012 2574 2585 Elsevier |
|