지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제24권 제1호
- 발행연도
- 2022.2
- 수록면
- 1 - 10 (10page)
- DOI
- 10.37727/jkdas.2022.24.1.1
이용수
초록· 키워드
오류제보하기
The maximum likelihood estimator (MLE) is known to be asymptotically efficient but it is not robust with respect to outliers and model misspecification. Basu et al. (1998) suggest a family of divergence measures called `density power divergences', which is based on density. Each measure in this family is indexed by a single tuning parameter . This parameter controls the trade-off between asymptotic efficiency and robustness of the estimators. The -distance and the Kullback-Leibler divergence belong to this family. With a appropriately chosen tuning parameter, one can get a minimum density power divergence estimator (MDPDE). For , the estimator is in between MLE and minimum -distance estimator . Note that MLE is efficient-but-nonrobust while is robust-but- inefficient. Hong, Kim (2001) suggest an automatic selection of . In this paper we will suggest a confidence interval using MDPDE when the data set is contaminated. Bootstrap resampling will be used to obtain the confidence interval. It is expected that the resulting confidence intervals (called MDPD bootstrap confidence intervals) are robust with respect to the outliers. The performances of the MDPDE bootstrap confidence intervals are investigated via simulation study.
목차
등록된 정보가 없습니다.
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Robust Estimation in Generalized Linear Model Using Density Power Divergence
Journal of The Korean Data Analysis Society
2019 .01
-
The Asymptotic Properties of Automatically Selected Tuning Parameter in the Minimum Density Power Divergence Estimator
Journal of The Korean Data Analysis Society
2016 .12
-
The comparative studies on stress-strength reliability for Rayleigh distribution
한국데이터정보과학회지
2018 .07
-
Density power divergence를 이용한 감마회귀모형의 강건한 학습
한국데이터정보과학회지
2025 .03
-
Bayesian Inference of the Parameters from the Beta Log-logistic Model based on Progressive Type-II Censoring
Journal of The Korean Data Analysis Society
2018 .01
-
Robust extreme quantile estimation for Pareto-type tails through an exponential regression model
CSAM(Communications for Statistical Applications and Methods)
2023 .11
-
Estimation for a half-triangular distribution based on unified hybrid censored sample
한국데이터정보과학회지
2018 .11
-
On the maximum likelihood estimation for a normal distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2018 .11
-
Estimation for the half-logistic distribution based on generalized progressive hybrid censoring
한국데이터정보과학회지
2018 .07
-
MDPDE의 조율모수 선택에 관한 연구
한국데이터정보과학회지
2015 .06
-
Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring
CSAM(Communications for Statistical Applications and Methods)
2020 .01
-
On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2016 .05
-
A NEW EXPONENTIAL DIRECTED DIVERGENCE INFORMATION MEASURE
Journal of applied mathematics & informatics
2016 .01
-
A composite estimator for stratified two stage cluster sampling
CSAM(Communications for Statistical Applications and Methods)
2016 .01
-
Estimation of half triangle distribution under generalized progressive hybrid censored sample
한국데이터정보과학회지
2018 .05
-
An improvement of James-Stein estimator under the balanced loss function
한국데이터정보과학회지
2023 .09
-
A change point estimator in monitoring the parameters of a multivariate IMA(1, 1) model
한국데이터정보과학회지
2015 .04
-
Penalized rank regression estimator with the smoothly clipped absolute deviation function
CSAM(Communications for Statistical Applications and Methods)
2017 .11
-
Estimating the parameter of an exponential distribution under multiply type II hybrid censoring
한국데이터정보과학회지
2018 .05
-
NEW INFORMATION INEQUALITIES ON ABSOLUTE VALUE OF THE FUNCTIONS AND ITS APPLICATION
Journal of applied mathematics & informatics
2017 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0