Number of the records: 1

Score Moment Estimators

SYSNO ASEP	0346936
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	Score Moment Estimators
Author(s)	Fabián, Zdeněk (UIVT-O)_{SAI, RID}
Source Title	Proceedings of COMPSTAT 2010. - Heidelberg : Physica Verlag, 2010 / Lechevallier Y ; Saporta G. - ISBN 978-3-7908-2603-6
Pages	s. 975-982
Number of pages	8 s.
Publication form	flash disk - flash disk
Action	COMPSTAT 2010. International Conference on Computational Statistics /19./
Event date	22.08.2010-27.08.2010
VEvent location	Paris
Country	FR - France
Event type	WRD
Language	eng - English
Country	DE - Germany
Keywords	generalized moments ; score moments ; robust estimators
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	GA205/09/1079 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
Annotation	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.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2011

Number of the records: 1