| Title:
|
Efficiency and robustness control via distorted maximum likelihood estimation (English) |
| Author:
|
Vajda, Igor |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
22 |
| Issue:
|
1 |
| Year:
|
1986 |
| Pages:
|
47-67 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F10 |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| idZBL:
|
Zbl 0603.62039 |
| idMR:
|
MR839344 |
| . |
| Date available:
|
2009-09-24T17:51:11Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125547 |
| . |
| Reference:
|
[1] J. Anděl: Mathematical Statistics.(in Czech). SNTL - ALFA, Praha-Bratislava 1978. |
| Reference:
|
[2] T. W. Anderson: The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities.Proc. Amer. Math. Soc. 6 (1955), 170- 176. Zbl 0066.37402, MR 0069229 |
| Reference:
|
[3] R. A. Fisher: On the mathematical foundations of theoretical statistics.Reprinted in: Contributions to Mathematical Statistics (by R. A. Fisher). J. Wiley, New York 1950. |
| Reference:
|
[4] W. Fuller: Introduction to the Statistical Time Series.J. Wiley, New York 1976. MR 0448509 |
| Reference:
|
[5] F. R. Hampel: The influence curve and its role in robust estimation.J. Amer. Statist. Assoc. 69 (1974), 383-393. Zbl 0305.62031, MR 0362657 |
| Reference:
|
[6] P. I. Huber: Robust estimation of a location parameter.Ann. Math. Statist. 35 (1964), 73-101. Zbl 0136.39805, MR 0161415 |
| Reference:
|
[7] J. L. Kelley: General Topology.Van Nostrand, Princeton 1957. MR 0070144 |
| Reference:
|
[8] L. Le Cam: On the asymptotic theory of estimation and testing hypotheses.In: Proc. 3rd Berkeley Symp. Math. Statist. Prob. Vol. 1 (1956), 129-156. MR 0084918 |
| Reference:
|
[9] A. Perez: Notions generalisées d'incertitude, d'entropie et d'information du point de vue de la théorie des martingales.In: Trans. 1st Prague Conf. on Inform. Theory, etc. Publ. House Czechosl. Acad. Sci., Prague 1957. |
| Reference:
|
[10] J. Pfanzagl: On the measurability and consistency of minimum contrast estimators.Metrika 14 (1969), 249-272. |
| Reference:
|
[11] J. Pfanzagl: The second order optimaiity of tests and estimators for minimum contrast functional.Probab. and Math. Statist. 2 (1981), 55 - 70. MR 0633494 |
| Reference:
|
[12] A. Rényi: Theory of probability.(in Czech). Academia, Prague 1972. MR 0350789 |
| Reference:
|
[13] I. Vajda: Motivation, existence and equivariance of D-estimators.Kybernetika 20 (1984), 189-208. Zbl 0558.62026, MR 0763646 |
| Reference:
|
[14] I. Vajda: Robust estimation in discrete and continuous families by means of a minimum chi-square method.Problems Control Inform. Theory 15 (1986), No. 2. Zbl 0609.62053, MR 0851170 |
| . |
