Pregled bibliografske jedinice broj: 1030325
Estimating the width of a uniform distribution under symmetric measurement errors
Estimating the width of a uniform distribution under symmetric measurement errors // Journal of the Korean Statistical Society, 49 (2020), 3; 822-840 doi:10.1007/s42952-019-00035-7 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1030325 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Estimating the width of a uniform distribution
under symmetric measurement errors
Autori
Hamedović, Safet ; Benšić, Mirta ; Sabo, Kristian
Izvornik
Journal of the Korean Statistical Society (1226-3192) 49
(2020), 3;
822-840
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Uniform distribution ; Additive error ; Maximum likelihood estimator ; Robustness
Sažetak
In this paper we consider the problem of estimating the support of a uniform distribution under symmetric additive errors. The maximum likelihood (ML) estimator is of our primary interest, but we also analyze the method of moments (MM) estimator, when it exists. Under some regularity conditions, the ML estimator is consistent and asymptotically efficient. Errors with Student's t distribution are shown to be a good choice for robustness issues.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
OSMoMeSIP-IP-2016-06-6545
Ustanove:
Sveučilište u Osijeku, Odjel za matematiku
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus