|
|
|
|
|
|
|
|
Év szerint | Hónap szerint | Ugrás a hónaphoz | |
|
|
Barczy Mátyás: Existence and uniqueness of weighted generalized psi-estimators |
|
|
|
|
Szerda, 14. Június 2023, 14:00 - 16:00
|
|
Abstract: We introduce the notions of generalized and weighted generalized \psi-estimators as unique points of sign change of some appropriate functions, and we give necessary as well as sufficient conditions for their existence. We also derive a set of sufficient conditions under which the so-called \psi-expectation function has a unique point of sign change. We present several examples from statistical estimation theory, where our results are well-applicable. For example, we consider the cases of empirical quantiles, empirical expectiles, some \psi-estimators that are important in robust statistics, and some examples from maximum likelihood theory as well. Further, we introduce Bajraktarevic-type (in particular, quasi-arithmetic-type) \psi-estimators. Our results specialized to \psi-estimators with a function \psi being continuous in its second variable provide new results for (usual) \psi-estimators (also called Z-estimators). The talk is based on the paper [1].
[1] Barczy, M., Páles Zs. (2023+) Existence and uniqueness of weighted generalized \psi-estimators, ArXiv 2211.06026. |
|
Hely : Szeged, Aradi vértanúk tere 1., Riesz terem |
Vissza
JEvents v3.1.8 Stable
Copyright © 2006-2013
Esemény exportálása