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 제18권 제6호
- 발행연도
- 2016.12
- 수록면
- 2,879 - 2,887 (9page)
이용수
초록· 키워드
오류제보하기
A family of density-based divergence measures called `density power divergences' was suggested by Basu et al. (1998). This is a family of measures indexed by single tuning parameter alpha. The tuning parameter controls the trade-off between robustness and asymptotic efficiency of the estimators. This family includes the Kullback-Leibler divergence (Kullback, Leibler, 1951) and L_2-distance. With a suitably chosen tuning parameter, a minimum density power divergence estimator (MDPDE) can be obtained. For 0<alpha<1, the estimator is in between MLE (efficient-but-nonrobust) and minimum L_2-distance estimator L_2E (robust-but- inefficient). Hong, Kim (2001) suggest a data-driven selection of this tuning parameter. They study the efficiency and the robustness of the MDPDE with this data-drivenly selected tuning parameter via simulation study. In this paper, we will study the asymptotic properties of MDPDE with the automatically selected tuning parameter alpha. The asymptotic optimality of the MDPDE with the automatically selected alpha for uncontaminated data will be also proved.
목차
등록된 정보가 없습니다.
참고문헌 (14)
참고문헌 신청
Basu, A. / 1998 / Robust and efficient estimation by minimizing a density power divergence / Biometrika 85:549~559
Beran, R. / 1977 / Minimum Hellinger distance estimates for parametric models / The Annals of Statistics 5:445~463
Cao, R. / 1995 / Minimum distance density-based estimation / Computational Statistics & Data Analysis 20:611~631
Donoho, D. L. / 1988 / The automatic robustness of minimum distance functionals / The Annals of Statistics 16:552~586
Hampel, F. R. / 1986 / Robust Statistics: The Approach Based on Influence Functions / Wiley
Beran, R. / 1977 / Minimum Hellinger distance estimates for parametric models / The Annals of Statistics 5:445~463
Cao, R. / 1995 / Minimum distance density-based estimation / Computational Statistics & Data Analysis 20:611~631
Donoho, D. L. / 1988 / The automatic robustness of minimum distance functionals / The Annals of Statistics 16:552~586
Hampel, F. R. / 1986 / Robust Statistics: The Approach Based on Influence Functions / Wiley
함께 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
-
Robust Interval Estimation Using Density Power Divergence
Journal of The Korean Data Analysis Society
2022 .02
-
Density power divergence를 이용한 감마회귀모형의 강건한 학습
한국데이터정보과학회지
2025 .03
-
MDPDE의 조율모수 선택에 관한 연구
한국데이터정보과학회지
2015 .06
-
NEW INFORMATION INEQUALITIES ON ABSOLUTE VALUE OF THE FUNCTIONS AND ITS APPLICATION
Journal of applied mathematics & informatics
2017 .01
-
A NEW EXPONENTIAL DIRECTED DIVERGENCE INFORMATION MEASURE
Journal of applied mathematics & informatics
2016 .01
-
On the existence of the Tweedie power parameter implicit estimator
대한수학회보
2022 .07
-
The comparative studies on stress-strength reliability for Rayleigh distribution
한국데이터정보과학회지
2018 .07
-
A novel generalized parametric directed divergence measure of intuitionistic fuzzy sets with its application
ANNALS OF FUZZY MATHEMATICS AND INFORMATICS
2017 .06
-
Inequalities for quantum $f$-divergence of convex functions and matrices
한국수학논문집
2018 .01
-
Robust extreme quantile estimation for Pareto-type tails through an exponential regression model
CSAM(Communications for Statistical Applications and Methods)
2023 .11
-
COMPUTATION OF DIVERGENCES AND MEDIANS IN SECOND ORDER CONES
Nonlinear Functional Analysis and Applications
2021 .12
-
An Estimation of Treatment Effect under the Additive Model
Journal of The Korean Data Analysis Society
2016 .01
-
UNDERSTANDING NON-NEGATIVE MATRIX FACTORIZATION IN THE FRAMEWORK OF BREGMAN DIVERGENCE
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS
2021 .09
-
Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring
CSAM(Communications for Statistical Applications and Methods)
2020 .01
-
Optimal designs for small Poisson regression experiments using second-order asymptotic
CSAM(Communications for Statistical Applications and Methods)
2019 .11
-
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
-
A two-parameter discrete distribution with a bathtub hazard shape
CSAM(Communications for Statistical Applications and Methods)
2017 .01
-
Penalized rank regression estimator with the smoothly clipped absolute deviation function
CSAM(Communications for Statistical Applications and Methods)
2017 .11
-
On asymptotic of extremes from generalized Maxwell distribution
대한수학회보
2018 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0