Concept of Robustness by Ryszard Zieliński. Robustness in Parametric Models

Agata Boratyńska. "Concept of Robustness by Ryszard Zieliński. Robustness in Parametric Models." Mathematica Applicanda 40.2 (2012): null. <http://eudml.org/doc/293508>.

@article{AgataBoratyńska2012,
abstract = {The concept of robustness of statistical procedures is one of the most important subject in Zielinski's papers. In this article the development of the idea of robustness as introduced in Zielinski's papers is presented. The definitions of a supermodel and a robustness function are given. The problem of the robust estimation of a scale parameter in an exponential model and the robustness of tests for comparison of means in two or more populations are described. Robustness in Bayesian statistical models is connected with an unexactly specified prior distribution. Here the following Zielinski's results in Bayesian robustness are presented: the most stable estimator in the Poisson model and the Bayes optimal stopping rule in a homogeneous Poisson process with conjugate classes of priors, the optimal experimental designs in Bayesian linear models under variation in the prior, an upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions. W działalnosci naukowej prof. dr hab. Ryszarda Zielinskiego obszerne miejsce zajmuje badanie zachowania sie procedur statystycznych przy zaburzeniu rozwazanego modelu statystycznego, czyli sytuacji, gdy obserwowana zmienna losowa nie spełnia załozen modelu. W tej czesci przedstawione zostana koncepcje i sposoby badania wrazliwosci procedur statystycznych, mierniki ich jakosci, metody wyznaczania procedur optymalnych i przykłady wykorzystania w róznych modelach rozwazanychw pracach Profesora.},
author = {Agata Boratyńska},
journal = {Mathematica Applicanda},
keywords = {},
language = {eng},
number = {2},
pages = {null},
title = {Concept of Robustness by Ryszard Zieliński. Robustness in Parametric Models},
url = {http://eudml.org/doc/293508},
volume = {40},
year = {2012},
}

TY - JOUR
AU - Agata Boratyńska
TI - Concept of Robustness by Ryszard Zieliński. Robustness in Parametric Models
JO - Mathematica Applicanda
PY - 2012
VL - 40
IS - 2
SP - null
AB - The concept of robustness of statistical procedures is one of the most important subject in Zielinski's papers. In this article the development of the idea of robustness as introduced in Zielinski's papers is presented. The definitions of a supermodel and a robustness function are given. The problem of the robust estimation of a scale parameter in an exponential model and the robustness of tests for comparison of means in two or more populations are described. Robustness in Bayesian statistical models is connected with an unexactly specified prior distribution. Here the following Zielinski's results in Bayesian robustness are presented: the most stable estimator in the Poisson model and the Bayes optimal stopping rule in a homogeneous Poisson process with conjugate classes of priors, the optimal experimental designs in Bayesian linear models under variation in the prior, an upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions. W działalnosci naukowej prof. dr hab. Ryszarda Zielinskiego obszerne miejsce zajmuje badanie zachowania sie procedur statystycznych przy zaburzeniu rozwazanego modelu statystycznego, czyli sytuacji, gdy obserwowana zmienna losowa nie spełnia załozen modelu. W tej czesci przedstawione zostana koncepcje i sposoby badania wrazliwosci procedur statystycznych, mierniki ich jakosci, metody wyznaczania procedur optymalnych i przykłady wykorzystania w róznych modelach rozwazanychw pracach Profesora.
LA - eng
KW -
UR - http://eudml.org/doc/293508
ER -