Variational optimization of the estimator stability (Q1922452): Difference between revisions
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Latest revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational optimization of the estimator stability |
scientific article |
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Variational optimization of the estimator stability (English)
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7 January 1997
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A variational measure is introduced to evaluate the instability of the estimator of the distribution density parameter with respect to small density variations. The estimation quality is characterized by two indexes, effectiveness and stability. A compromise estimator with the least loss in effectiveness and stability is computed. Maximal stable, compromise, and radical estimators of the parameters of an exponential, double exponential (Laplace), and normal distribution are given as examples.
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estimator stability
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optimization estimator
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