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Adaptive Estimations of the Shift and Scale Parameters

  • MATHEMATICAL PROCESSING OF PHYSICS EXPERIMENTAL DATA
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Russian Physics Journal Aims and scope

New robust adaptive estimations (AE) of the shift and scale parameters are synthesized based on the weighted maximum likelihood method. The potential AE efficiencies are determined on classes of local and global Tukey distributions (supermodels). They are compared with the efficiencies of classical and robust estimations on the local and global supermodels of distributions. It is demonstrated that the efficiencies of the adaptive estimations of the shift and scale parameters are significantly higher than of the classical parametrical and robust estimations.

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Authors and Affiliations

  1. Kurgan State University, Kurgan, Russia

    V. A. Simakhin & O. S. Cherepanov

  2. V. E. Zuev Institute of Atmospheric Optics of the Siberian Branch of the Russian Academy of Sciences, Tomsk, Russia

    L. G. Shamanaeva

  3. National Research Tomsk State University, Tomsk, Russia

    L. G. Shamanaeva

Authors
  1. V. A. Simakhin
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  2. O. S. Cherepanov
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  3. L. G. Shamanaeva
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Correspondence to V. A. Simakhin.

Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 26–32, July, 2017.

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Simakhin, V.A., Cherepanov, O.S. & Shamanaeva, L.G. Adaptive Estimations of the Shift and Scale Parameters. Russ Phys J 60, 1109–1116 (2017). https://doi.org/10.1007/s11182-017-1186-4

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  • DOI: https://doi.org/10.1007/s11182-017-1186-4

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