0346936 - ÚI 2011 RIV DE eng C - Conference Paper (international conference)
Fabián, Zdeněk
Score Moment Estimators.
Proceedings of COMPSTAT 2010. Heidelberg: Physica Verlag, 2010 - (Lechevallier, Y.; Saporta, G.), s. 975-982. ISBN 978-3-7908-2603-6.
[COMPSTAT 2010. International Conference on Computational Statistics /19./. Paris (FR), 22.08.2010-27.08.2010]
R&D Projects: GA ČR GA205/09/1079
Institutional research plan: CEZ:AV0Z10300504
Keywords : generalized moments * score moments * robust estimators
Subject RIV: BB - Applied Statistics, Operational Research

Thanks to the application of newly introduced concept of the scalar score, the score moments are introduced and used for parametric estimation. In cases of heavy-tailed distributions, the variances of score moment estimates are slightly higher than variances of the maximum likelihood estimates, but the estimates of all parameters are robust.
Permanent Link: http://hdl.handle.net/11104/0187833