Adaptive Estimations of the Shift and Scale Parameters

Autor:	O. S. Cherepanov, V. A. Simakhin, L. G. Shamanaeva
Rok vydání:	2017
Předmět:	010302 applied physics Scale (ratio) 010308 nuclear & particles physics Maximum likelihood 0103 physical sciences General Physics and Astronomy Statistical physics 01 natural sciences Mathematics
Zdroj:	Russian Physics Journal. 60:1109-1116
ISSN:	1573-9228 1064-8887
DOI:	10.1007/s11182-017-1186-4
Popis:	New robust adaptive estimations (AE) of the shift and scale parameters are synthesized based on the weighted maximum likelihood method. The potential AE efficiencies are determined on classes of local and global Tukey distributions (supermodels). They are compared with the efficiencies of classical and robust estimations on the local and global supermodels of distributions. It is demonstrated that the efficiencies of the adaptive estimations of the shift and scale parameters are significantly higher than of the classical parametrical and robust estimations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d9bb799714184a8c6f089508ff2a85b0 https://doi.org/10.1007/s11182-017-1186-4 Zobrazit plný text záznamu Plný text ve formátu PDF