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Робастное оценивание параметра положения распределений в ÑƒÑÐ»Ð¾Ð²Ð¸ÑÑ Ð½ÐµÑ€ÐµÐ³ÑƒÐ»ÑÑ€Ð½Ð¾ÑÑ‚Ð¸

магистерская диссертация

Робастное оценивание параметра положения распределений в ÑƒÑÐ»Ð¾Ð²Ð¸ÑÑ Ð½ÐµÑ€ÐµÐ³ÑƒÐ»ÑÑ€Ð½Ð¾ÑÑ‚Ð¸

Abstract

Ð’ диссертации исследуется использование метода максимума правдоподобия и его обобщения в виде метода М-оценок для получения Ñ€Ð¾Ð±Ð°ÑÑ‚Ð½Ñ‹Ñ Ð²Ñ‹ÑÐ¾ÐºÐ¾ÑÑ„Ñ„ÐµÐºÑ‚Ð¸Ð²Ð½Ñ‹Ñ Ð¾Ñ†ÐµÐ½Ð¾Ðº параметра положения в случае Ñ€Ð°Ð·Ñ€Ñ‹Ð²Ð½Ñ‹Ñ Ð¿Ð»Ð¾Ñ‚Ð½Ð¾ÑÑ‚ÐµÐ¹ распределений Ð´Ð°Ð½Ð½Ñ‹Ñ (ÑƒÑÐµÑ‡ÐµÐ½Ð½Ñ‹Ñ Ñ€Ð°ÑÐ¿Ñ€ÐµÐ´ÐµÐ»ÐµÐ½Ð¸Ð¹) - в этом случае прямое применение ÑÑ‚Ð¸Ñ ÐºÐ»Ð°ÑÑÐ¸Ñ‡ÐµÑÐºÐ¸Ñ Ð¼ÐµÑ‚Ð¾Ð´Ð¾Ð² математической статистики невозможно. Поставленная цель достигается путем регуляризации Ñ€Ð°Ð·Ñ€Ñ‹Ð²Ð½Ñ‹Ñ Ð¿Ð»Ð¾Ñ‚Ð½Ð¾ÑÑ‚ÐµÐ¹, а именно, аппроксимации Ñ€Ð°Ð·Ñ€Ñ‹Ð²Ð½Ñ‹Ñ Ð¿Ð»Ð¾Ñ‚Ð½Ð¾ÑÑ‚ÐµÐ¹ Ð¸Ñ Ð½ÐµÐ¿Ñ€ÐµÑ€Ñ‹Ð²Ð½Ñ‹Ð¼Ð¸ аналогами с последующим Ð¸Ñ Ð¸ÑÐ¿Ð¾Ð»ÑŒÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ в Ð¿Ñ€Ð¾Ñ†ÐµÐ´ÑƒÑ€Ð°Ñ Ð¼ÐµÑ‚Ð¾Ð´Ð° максимума правдоподобия и построения Ñ€Ð¾Ð±Ð°ÑÑ‚Ð½Ñ‹Ñ Ðœ-оценок параметра положения. При этом робастность оценивания достигается за счет усечения Ð¾Ñ†ÐµÐ½Ð¾Ñ‡Ð½Ñ‹Ñ Ñ„ÑƒÐ½ÐºÑ†Ð¸Ð¹ М-оценок, при этом параметры усечения определяются из решения задачи максимизации функции цели, представляющую собой сумму взаимно-Ð´Ð¾Ð¿Ð¾Ð»Ð½Ð¸Ñ‚ÐµÐ»ÑŒÐ½Ñ‹Ñ Ð¿Ð¾ÐºÐ°Ð·Ð°Ñ‚ÐµÐ»ÐµÐ¹ эффективности и устойчивости оценок. Этот Ð¿Ð¾Ð´Ñ Ð¾Ð´ реализуется на примере ÐºÐ»Ð°ÑÑÐ¸Ñ‡ÐµÑÐºÐ¸Ñ Ñ€Ð°ÑÐ¿Ñ€ÐµÐ´ÐµÐ»ÐµÐ½Ð¸Ð¹ Гаусса, Лапласа и Коши.

Keywords

Распределения (мат.), параметр положения, Математическая статистика, эффективность, робастность

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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Average
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