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Score Function of Distribution and Revival of the Moment Method

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    SYSNO ASEP0458402
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitleScore Function of Distribution and Revival of the Moment Method
    Author(s) Fabián, Zdeněk (UIVT-O) SAI, RID
    Source TitleCommunications in Statistics - Theory and Methods - ISSN 0361-0926
    Roč. 45, č. 4 (2016), s. 1118-1136
    Number of pages19 s.
    Languageeng - English
    CountryUS - United States
    Keywordscharacteristics of distributions ; data characteristics ; general moment method ; Huber moment estimator ; parametric methods ; score function
    Subject RIVBB - Applied Statistics, Operational Research
    R&D ProjectsLG12020 GA MŠk - Ministry of Education, Youth and Sports (MEYS)
    Institutional supportUIVT-O - RVO:67985807
    UT WOS000370612900020
    EID SCOPUS84958068896
    AnnotationThe article deals with the scalar-valued score function defined for any regular unimodal and continuous probability distribution with arbitrary interval support, recently introduced by the author. Function values describe the relative influence of observed values under the given model with respect to a certain 'center point' of the distribution. By means of the function is introduced a generalized moment method of parametric estimation, giving estimates with a 'natural' tradeoff between efficiency a robustness. Inference function used in the estimating equations is either the bounded score function of distribution of heavy-tailed models or its simple modification based on the Huber’s approach if the function is unbounded.
    WorkplaceInstitute of Computer Science
    ContactTereza Šírová,, Tel.: 266 053 800
    Year of Publishing2017