Bod zlomu
| Thesis title in Czech: | Bod zlomu |
|---|---|
| Thesis title in English: | The breakdown point |
| Key words: | bod zlomu|robustní statistika|parametr polohy|parametr měřítka |
| English key words: | breakdown point|robust statistics|location parameter|scale parameter |
| Academic year of topic announcement: | 2025/2026 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. Mgr. Stanislav Nagy, Ph.D. |
| Author: |
| Guidelines |
| Riešiteľ(ka) definuje (rôzne verzie) konceptu bodu zlomu štatistického odhadu a odvodí jeho základné vlastnosti. Ďalej budú odvodené body zlomu niekoľkých základných jednorozmerných a viacrozmerných odhadov známych z literatúry. Tieto odhady budú porovnané vzhľadom k ich robustnosti. |
| References |
| Donoho, D.L., Huber, P.J., 1983. The notion of breakdown point. In: Bickel, P.J., Doksum, K.A., Hodges Jr., J.L. (Eds.), A Festschrift for Erich L. Lehmann. Wadsworth, Belmont, CA, pp. 157–184.
Donoho, D.L., Gasko, M., 1992. Breakdown properties of multivariate location parameters and dispersion matrices. Ann. Statist. 20, 1803–1827. Peter J. Huber and Elvezio M. Ronchetti, 2009. Robust statistics. Wiley Series in Probability and Statistics. John Wiley & Sons, Inc., Hoboken, NJ, second edition. Peter J. Rousseeuw, Annick M. Leroy, 1987. Robust Regression and Outlier Detection. John Wiley & Sons, Inc. Yijun Zuo, 2001. Some quantitative relationships between two types of finite sample breakdown point. Statistics & Probability Letters 51, 369–375. |