Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Arnold, Dirk V. | de |
dc.contributor.author | Beyer, Hans-Georg | de |
dc.date.accessioned | 2004-12-07T08:21:17Z | - |
dc.date.available | 2004-12-07T08:21:17Z | - |
dc.date.created | 2002 | de |
dc.date.issued | 2003-06-04 | de |
dc.identifier.uri | http://hdl.handle.net/2003/5430 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15260 | - |
dc.description.abstract | In this paper, the task of determining expected values of sample moments, where the sample members have been selected based on noisy information, is considered. Exact expressions for expected values of sums of products of concomitants of selected order statistics are derived. Then, using Edgeworth and Cornish-Fisher approximations, explicit results that depend on coefficients that can be determined numerically are obtained. While the results are exact only for normal populations, it is shown experimentally that including skewness and kurtosis in the calculations can yield greatly improved results for other distributions. | en |
dc.format.extent | 139384 bytes | - |
dc.format.extent | 214441 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universität Dortmund | de |
dc.relation.ispartofseries | Reihe Computational Intelligence ; 134 | de |
dc.subject | Concomitants of order statistics | en |
dc.subject | Cornish-Fisher expansion | en |
dc.subject | Edgeworth approximation | en |
dc.subject | Gaussian noise | en |
dc.subject | sample moments | en |
dc.subject.ddc | 004 | en |
dc.title | Expected Sample Moments of Concomitants of Selected Order Statistics | en |
dc.type | Text | de |
dc.type.publicationtype | report | - |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 531 |
Files in This Item:
File | Description | Size | Format | |
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134.pdf | DNB | 136.12 kB | Adobe PDF | View/Open |
134.ps | 209.42 kB | Postscript | View/Open |
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This item is protected by original copyright
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