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Score Function of Distribution and Revival of the Moment Method

SYSNO ASEP	0458402
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Score Function of Distribution and Revival of the Moment Method
Author(s)	Fabián, Zdeněk (UIVT-O)_{SAI, RID}
Source Title	Communications in Statistics - Theory and Methods. - : Taylor & Francis - ISSN 0361-0926 Roč. 45, č. 4 (2016), s. 1118-1136
Number of pages	19 s.
Language	eng - English
Country	US - United States
Keywords	characteristics of distributions ; data characteristics ; general moment method ; Huber moment estimator ; parametric methods ; score function
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	LG12020 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
Institutional support	UIVT-O - RVO:67985807
UT WOS	000370612900020
EID SCOPUS	84958068896
DOI	10.1080/03610926.2013.857688
Annotation	The 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.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2017

Number of the records: 1