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Robustness of estimation in the exponential distribution under dependencies in a sample
Subtitle:Raport Badawczy = Research Report ; RB/48/2004
Creator:Olwert, Anna : Autor ; Grzegorzewski, Przemysław (1963– ) : Autor
Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:21 stron ; 21 cm ; Bibliografia s. 20-21
Type of object: Subject and Keywords:Farlie-gumbel- morgenstern distributions ; Statistical analysis
Abstract:The problem of robust estimation in the exponential distribution against departures from the assumption of independence in a sample is considered. The robustness with respect to bias and/or mean square error is studied. The multivariate Farlie-Gumbel-Morgenstern model for describing dependencies in a sample is applied.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
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Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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