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Divergences between models and data under hypothetical and empirical quantizations
- 1.0337287 - ÚTIA 2010 CZ eng V - Research Report
Vajda, Igor - van der Meulen, Edward
Divergences between models and data under hypothetical and empirical quantizations.
[Divergence mezi modely a daty pri hypotetickém a empirickém kvantování.]
Praha: ÚTIA AV ČR, v.v.i, 2010. 40 s. Research Report, 2275.
R&D Projects: GA MŠMT(CZ) 1M0572; GA ČR GA102/07/1131
Institutional research plan: CEZ:AV0Z10750506
Keywords : Disparities * Hypothetical quantization * Asymptotic normality * Power divergences * Empirical quantization * Divergences * Asymptotic optimality * Consistency
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/SI/vajda-divergences between models and data under hypothetical and empirical quantizations.pdf
It is shown that the hypothetical quantization generates classical Pearson-type statistical criteria while the empirical quantization generates criteria asymptotically equivalent to the classical spacings-type statistical criteria. Asymptotic properties of the empirically generated criteria are derived and optimality of the quadratic criterion is proved.
Je ukazáno, že hypotetické kvantování generuje clasická statistická kriteria Pearsonova typu, zatim co empirické kvantování generuje kriteria asymptoticky ekvivalentní klasickým přírůstkovým statistickým kriteriím.Jsou odvozeny asymptotické vlastnosti empiricky generovaných kriterií a dokázána optimálnost kvadratického kriteria.
Permanent Link: http://hdl.handle.net/11104/0181315
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