Master Thesis Statistical estimators and their tail behavior provides description of two type of characteristics of robustness of estimators - tail behavior and break- down point. Description is made for translation equivariant estimators in general and also for some concrete type of estimators, sample mean, sample median, trimmed mean, Huber estimator and Hodges Lehmann estimator. Tail behavior of these estimator is illustrated for random sample coming from t-distribution with 1 to 5 degrees of freedom. Ilustration is based on simulations made in Mathematica. 1
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:305160 |
| Date | January 2012 |
| Creators | Veverková, Jana |
| Contributors | Jurečková, Jana, Antoch, Jaromír |
| Source Sets | Czech ETDs |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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