广义高斯分布样本的子午估计性能

D. Kurkin, V. Lukin, I. Djurović, S. Stankovic
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引用次数: 2

摘要

近年来,提出了一种定位参数的样本子午估计方法。它已被证明是鲁棒和可调的手段,可调参数δ。研究了该估计量的基本性质;但其实际行为有待进一步分析。本文研究和分析了子午估计器对性质不同的样本的有效性。为此,我们使用广义高斯分布作为模型。同时,将子午估计器的效率与中值估计器和无数估计器的效率进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Meridian estimator performance for samples of generalized Gaussian distribution
Recently, a sample meridian estimator of location parameter (LP) has been proposed. It has been shown to be robust and adjustable by means of tunable parameter δ. Basic properties of this estimator were studied; however its practical behavior needs further analysis. In this paper, we study and analyze the efficiency of the meridian estimator for samples with essentially different properties. For this purpose, we use generalized Gaussian distribution as a model. Also, the efficiency of the meridian estimator is compared to the efficiency of median and myriad estimators.
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