Robust estimation based on spacings in weighted exponential models

• Autorzy: Paweł Błażej , Jarosław Bartoszewicz
• Języki publikacji: EN

Abstrakty

EN

Using Zieliński's (1977, 1983) formalization of robustness Błażej (2007) obtained uniformly most bias-robust estimates (UMBREs) of the scale parameter for some statistical models (including the exponential model), in a class of linear functions of order statistics, when violations of the models are generated by weight functions. In this paper the UMBRE of the scale parameter, based on spacings, in two weighted exponential models is derived. Extensions of results of Bartoszewicz (1986, 1987) are given.

Kategorie tematyczne

• 62N02: Estimation
• 62F35: Robustness and adaptive procedures
• 60E15: Inequalities; stochastic orderings
• 62F10: Point estimation

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2007
• Tom: 34
• Numer: 4
• Strony: 405-411

Daty

wydano

2007

Twórcy

autor

Paweł Błażej

• Mathematical Institute, University of Wrocław, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

autor

Jarosław Bartoszewicz

• Mathematical Institute, University of Wrocław, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Identyfikatory

DOI

10.4064/am34-4-4