Odhady založené na pořadových testech
The thesis deals with R-estimators, estimators based on ranks. They were originally proposed by Hodges and Lehmann [7] as inversions of the rank tests. Not only the definition used by Hodges and Lehmann, but also the one used in later literature is formulated. Basic characteristics of some rank stat...
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| Format: | Dissertation |
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2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-267259 |
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ndltd-nusl.cz-oai-invenio.nusl.cz-2672592017-06-27T04:37:17Z Odhady založené na pořadových testech Estimates based on the rank tests Hušková, Marie Setíkovská, Jitka Jurečková, Jana The thesis deals with R-estimators, estimators based on ranks. They were originally proposed by Hodges and Lehmann [7] as inversions of the rank tests. Not only the definition used by Hodges and Lehmann, but also the one used in later literature is formulated. Basic characteristics of some rank statistics are described and the explicit forms of the corresponding R-estimators and confidence intervals are derived. Their basic properties as unbiasedness, translation equivariance, efficiency, robustness are studied. The behavior of R-estimators is then illustrated on simulated data and on several examples. 2006 info:eu-repo/semantics/masterThesis http://www.nusl.cz/ntk/nusl-267259 cze info:eu-repo/semantics/restrictedAccess |
| collection |
NDLTD |
| language |
Czech |
| format |
Dissertation |
| sources |
NDLTD |
| description |
The thesis deals with R-estimators, estimators based on ranks. They were originally proposed by Hodges and Lehmann [7] as inversions of the rank tests. Not only the definition used by Hodges and Lehmann, but also the one used in later literature is formulated. Basic characteristics of some rank statistics are described and the explicit forms of the corresponding R-estimators and confidence intervals are derived. Their basic properties as unbiasedness, translation equivariance, efficiency, robustness are studied. The behavior of R-estimators is then illustrated on simulated data and on several examples. |
| author2 |
Hušková, Marie |
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Hušková, Marie Setíkovská, Jitka |
| author |
Setíkovská, Jitka |
| spellingShingle |
Setíkovská, Jitka Odhady založené na pořadových testech |
| author_sort |
Setíkovská, Jitka |
| title |
Odhady založené na pořadových testech |
| title_short |
Odhady založené na pořadových testech |
| title_full |
Odhady založené na pořadových testech |
| title_fullStr |
Odhady založené na pořadových testech |
| title_full_unstemmed |
Odhady založené na pořadových testech |
| title_sort |
odhady založené na pořadových testech |
| publishDate |
2006 |
| url |
http://www.nusl.cz/ntk/nusl-267259 |
| work_keys_str_mv |
AT setikovskajitka odhadyzalozenenaporadovychtestech AT setikovskajitka estimatesbasedontheranktests |
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1718466542347223040 |