About the Concept of Weights of WLTE(k) Estimators


Autoria(s): Atanasov, Dimitar
Data(s)

10/12/2013

10/12/2013

2003

Resumo

2002 Mathematics Subject Classification: 62F35, 62F15.

The concept for trimming and weighing the terms in the Method of Maximum Likelihood gives us a very flexible and useful way to improve the robustness of MLE. Till now the studies were focused mainly on the trimming factor. The theory of d-fullness gives us a powerful method to determine this property in the cases of WLTE, MLE and LTE. The aim of this study is to consider the weights of the WLTE estimators and to compare the results obtained by using different algorithms for calculating weights.

Partially supported by Mathind IST-2000-26015 and by Pro-enbis GTC1-2001-43031.

Identificador

Pliska Studia Mathematica Bulgarica, Vol. 14, No 1, (2003), 5p-13p

0204-9805

http://hdl.handle.net/10525/2175

Idioma(s)

en

Publicador

Institute of Mathematics and Informatics Bulgarian Academy of Sciences

Palavras-Chave #Robust Statistics #WLT Estimators #Bayes Estimator
Tipo

Article