Pregled bibliografske jedinice broj: 903161
Uniform distribution width estimation from data observed with Laplace additive error
Uniform distribution width estimation from data observed with Laplace additive error // Journal of the Korean Statistical Society, 45 (2016), 505-517 doi:10.1016/j.jkss.2016.03.001 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 903161 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Uniform distribution width estimation from data observed with Laplace additive error
Autori
Benšić, Mirta ; Sabo, Kristian
Izvornik
Journal of the Korean Statistical Society (1226-3192) 45
(2016);
505-517
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Maximum likelihood estimator ; Method of moments estimator ; Measurement error ; Laplace additive error ; Uniform distribution
Sažetak
A one-dimensional problem of a uniform distribution width estimation from data observed with a Laplace additive error is analyzed. The error variance is considered as a nuisance parameter and it is supposed to be known or consis- tently estimated before. It is proved that the maximum likelihood estimator in the described model is consistent and asymptotically efficient and suffi- cient conditions for its existence are given. The method of moment estimator is also analyzed in this model and compared with the maximum likelihood estimator theoretically and in simulations. Finally, one real-world example illustrates the possibility for applications in two-dimensional problems.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
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
